+28.2%
ISRG vs WEC
+54.4%
-26.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +4.4% | +3.2% | +1.2% | +3.5% |
| 30D | +15.8% | +14.7% | +1.1% | +11.5% |
| 3M | +24.9% | +10.2% | +14.6% | +21.5% |
| 6M | +3.8% | +4.5% | -0.7% | +2.5% |
| YTD | -17.3% | +15.1% | -32.4% | -20.9% |
| 1Y | -14.6% | +9.4% | -24.0% | -17.0% |
| 3Y | +68.2% | +56.9% | +11.3% | +41.3% |
| All | +28.2% | +54.4% | -26.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling