+521.5%
ISRG vs WM
+348.7%
+172.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.5% |
| 7D | +4.4% | +4.5% | -0.1% | +1.7% |
| 30D | +15.8% | +16.1% | -0.3% | +5.6% |
| 3M | +24.9% | +8.0% | +16.8% | +18.8% |
| 6M | +3.8% | +8.4% | -4.6% | -1.7% |
| YTD | -17.3% | +11.2% | -28.5% | -23.4% |
| 1Y | -14.6% | +22.3% | -36.9% | -25.7% |
| 3Y | +68.2% | +50.2% | +18.0% | +24.5% |
| 5Y | +28.4% | +63.3% | -34.9% | -11.2% |
| All | +521.5% | +348.7% | +172.8% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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