+500.7%
ISRG vs WM
+339.4%
+161.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.1% |
| 7D | +4.8% | +1.2% | +3.6% | +4.1% |
| 30D | +9.2% | +13.1% | -3.8% | +1.3% |
| 3M | +21.2% | +3.6% | +17.5% | +18.3% |
| 6M | +0.2% | +8.1% | -7.8% | -4.9% |
| YTD | -20.1% | +8.9% | -29.0% | -25.0% |
| 1Y | -17.3% | +20.3% | -37.7% | -27.4% |
| 3Y | +63.3% | +46.2% | +17.1% | +22.9% |
| 5Y | +24.1% | +59.9% | -35.8% | -13.0% |
| All | +500.7% | +339.4% | +161.3% | +163.4% |
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