+17,983.8%
ISRG vs WM
+2,124.1%
+15,859.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.9% |
| 1Y | -19.3% | -1.1% | -18.2% | -19.7% |
| 3Y | +18.1% | +46.0% | -27.9% | -5.7% |
| 5Y | +2.6% | +51.8% | -49.2% | -19.8% |
| 10Y | +379.4% | +307.5% | +71.9% | +126.0% |
| All | +17,983.8% | +2,124.1% | +15,859.7% | +4,856.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling