+536.3%
ISRG vs WM
+337.2%
+199.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +5.4% | -0.5% | +5.9% | +5.8% |
| 30D | +8.6% | +13.3% | -4.7% | +0.6% |
| 3M | +21.6% | +4.4% | +17.2% | +18.1% |
| 6M | +2.3% | +10.8% | -8.5% | -4.3% |
| YTD | -18.7% | +9.1% | -27.7% | -23.8% |
| 1Y | -17.8% | +19.1% | -36.9% | -27.3% |
| 3Y | +69.1% | +45.7% | +23.4% | +27.5% |
| 5Y | +26.5% | +60.4% | -34.0% | -11.6% |
| 10Y | +536.3% | +328.7% | +207.6% | +167.6% |
| All | +536.3% | +337.2% | +199.1% | +167.6% |
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