+370.1%
ISRG vs WBD
+10.9%
+359.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -5.0% | -1.7% | -3.3% | -4.7% |
| 30D | -10.2% | +3.9% | -14.1% | -10.8% |
| 3M | -17.2% | +5.1% | -22.3% | -18.0% |
| 6M | -28.4% | +0.6% | -29.0% | -28.6% |
| YTD | -37.6% | -3.2% | -34.5% | -37.4% |
| 1Y | -24.4% | +127.7% | -152.1% | -35.6% |
| 3Y | +18.4% | +146.6% | -128.1% | -4.6% |
| 5Y | -1.0% | +4.2% | -5.1% | -11.1% |
| 10Y | +370.1% | +13.7% | +356.5% | +271.5% |
| All | +370.1% | +10.9% | +359.3% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling