+17,983.8%
ISRG vs WAT
+594.2%
+17,389.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -2.3% | +2.3% | -4.6% | -3.0% |
| 3M | -12.4% | +8.7% | -21.2% | -15.1% |
| 6M | -26.8% | +28.3% | -55.1% | -33.5% |
| YTD | -35.3% | +7.8% | -43.0% | -37.9% |
| 1Y | -19.3% | +36.6% | -55.9% | -29.0% |
| 3Y | +18.1% | +45.7% | -27.5% | -1.8% |
| 5Y | +2.6% | -3.3% | +6.0% | -2.4% |
| 10Y | +379.4% | +162.1% | +217.3% | +225.9% |
| All | +17,983.8% | +594.2% | +17,389.6% | +7,917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling