+25.5%
ISRG vs WEC
+56.3%
-30.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.0% | +2.3% | -4.4% | -2.7% |
| 30D | +5.6% | +11.1% | -5.5% | +2.6% |
| 3M | +10.5% | +8.4% | +2.1% | +8.1% |
| 6M | +2.6% | +7.5% | -4.9% | +0.6% |
| YTD | -21.7% | +15.3% | -37.0% | -25.1% |
| 1Y | -21.6% | +9.7% | -31.3% | -23.9% |
| 3Y | +57.0% | +64.7% | -7.6% | +28.8% |
| All | +25.5% | +56.3% | -30.9% | +7.1% |
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