+536.3%
ISRG vs WEC
+178.6%
+357.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | +8.6% | +12.9% | -4.3% | +3.8% |
| 3M | +21.6% | +9.8% | +11.8% | +17.2% |
| 6M | +2.3% | +6.7% | -4.4% | -0.4% |
| YTD | -18.7% | +14.0% | -32.6% | -23.1% |
| 1Y | -17.8% | +7.3% | -25.1% | -20.4% |
| 3Y | +69.1% | +63.8% | +5.3% | +34.8% |
| 5Y | +26.5% | +54.8% | -28.3% | +2.7% |
| 10Y | +536.3% | +185.7% | +350.6% | +343.7% |
| All | +536.3% | +178.6% | +357.7% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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