+2.0%
ISRG vs WEC
+31.0%
-28.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -2.3% | -1.3% | -1.0% | -2.0% |
| 3M | -12.4% | -3.9% | -8.5% | -11.5% |
| 6M | -26.8% | -8.3% | -18.5% | -25.2% |
| YTD | -35.3% | +3.1% | -38.3% | -36.1% |
| 1Y | -19.3% | +1.9% | -21.3% | -20.3% |
| 3Y | +18.1% | +41.9% | -23.8% | +1.9% |
| All | +2.0% | +31.0% | -28.9% | -9.9% |
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