-23.2%
ISRG vs WM
+21.7%
-44.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.4% |
| 30D | +4.2% | +15.2% | -11.0% | +0.3% |
| 3M | +9.6% | +8.3% | +1.3% | +7.2% |
| 6M | +1.9% | +13.1% | -11.3% | -0.7% |
| YTD | -22.3% | +12.5% | -34.9% | -24.2% |
| 1Y | -23.2% | +21.8% | -44.9% | -25.7% |
| All | -23.2% | +21.7% | -44.8% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling