-3.0%
ISRG vs WCN
+30.9%
-33.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -5.2% | -0.4% | -4.7% | -4.9% |
| 30D | -7.6% | -2.1% | -5.4% | -6.3% |
| 3M | -16.4% | +6.4% | -22.7% | -19.7% |
| 6M | -28.6% | -3.7% | -24.9% | -27.2% |
| YTD | -38.2% | -6.4% | -31.8% | -36.0% |
| 1Y | -25.5% | -7.9% | -17.6% | -22.1% |
| 3Y | +17.4% | +20.8% | -3.4% | -1.9% |
| 5Y | -3.0% | +29.0% | -31.9% | -25.9% |
| All | -3.0% | +30.9% | -33.9% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling