+522.3%
ISRG vs WBD
+2.6%
+519.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.8% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -4.2% | -0.9% | -3.3% | -4.0% |
| 3M | -9.8% | -3.2% | -6.5% | -9.3% |
| 6M | -24.6% | +22.6% | -47.1% | -27.4% |
| YTD | -23.7% | -5.6% | -18.1% | -23.0% |
| 1Y | -23.1% | +194.7% | -217.8% | -37.9% |
| 3Y | +41.5% | +117.4% | -76.0% | +15.6% |
| 5Y | +59.6% | -23.9% | +83.5% | +50.9% |
| All | +522.3% | +2.6% | +519.6% | +397.3% |
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