+2.0%
ISRG vs WM
+52.1%
-50.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | -2.3% | -2.4% | +0.1% | -1.1% |
| 3M | -12.4% | +0.4% | -12.9% | -12.8% |
| 6M | -26.8% | -9.5% | -17.3% | -23.3% |
| YTD | -35.3% | +0.5% | -35.8% | -36.0% |
| 1Y | -19.3% | -1.1% | -18.2% | -19.6% |
| 3Y | +18.1% | +46.0% | -27.9% | -10.7% |
| All | +2.0% | +52.1% | -50.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling