+539.2%
ISRG vs WCN
+322.1%
+217.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.6% | -4.6% | -3.8% |
| 30D | +5.6% | +23.9% | -18.4% | -9.3% |
| 3M | +10.5% | +17.4% | -6.9% | -1.5% |
| 6M | +2.6% | +28.0% | -25.4% | -14.2% |
| YTD | -21.7% | +11.6% | -33.2% | -28.6% |
| 1Y | -21.6% | +16.9% | -38.4% | -30.9% |
| 3Y | +57.0% | +51.6% | +5.4% | +11.3% |
| 5Y | +25.0% | +48.0% | -23.0% | -10.7% |
| All | +539.2% | +322.1% | +217.1% | +181.7% |
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