+370.1%
ISRG vs WCN
+235.4%
+134.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.7% |
| 7D | -5.0% | -1.7% | -3.3% | -3.9% |
| 30D | -10.2% | -3.0% | -7.2% | -8.3% |
| 3M | -17.2% | +2.5% | -19.7% | -18.9% |
| 6M | -28.4% | -5.7% | -22.7% | -26.1% |
| YTD | -37.6% | -7.4% | -30.2% | -35.0% |
| 1Y | -24.4% | -8.6% | -15.8% | -20.7% |
| 3Y | +18.4% | +19.4% | -0.9% | -0.2% |
| 5Y | -1.0% | +27.2% | -28.2% | -21.2% |
| 10Y | +370.1% | +238.5% | +131.6% | +128.1% |
| All | +370.1% | +235.4% | +134.7% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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