+25.5%
ISRG vs WAT
+28.6%
-3.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +5.6% | +5.4% | +0.1% | +3.4% |
| 3M | +10.5% | +11.3% | -0.8% | +6.0% |
| 6M | +2.6% | +37.4% | -34.8% | -9.5% |
| YTD | -21.7% | +21.2% | -42.8% | -28.4% |
| 1Y | -21.6% | +21.3% | -42.9% | -28.3% |
| 3Y | +57.0% | +83.4% | -26.3% | +9.5% |
| All | +25.5% | +28.6% | -3.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling