-3.0%
ISRG vs WBD
+0.6%
-3.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.1% | -4.4% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -7.6% | +5.0% | -12.6% | -8.3% |
| 3M | -16.4% | +6.2% | -22.6% | -17.3% |
| 6M | -28.6% | +0.6% | -29.2% | -28.7% |
| YTD | -38.2% | -2.4% | -35.7% | -38.0% |
| 1Y | -25.5% | +127.7% | -153.2% | -36.8% |
| 3Y | +17.4% | +148.4% | -131.0% | -6.3% |
| 5Y | -3.0% | +4.2% | -7.2% | -11.9% |
| All | -3.0% | +0.6% | -3.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling