+23,674.8%
ISRG vs WM
+2,332.9%
+21,341.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +8.5% |
| 7D | +8.5% | +5.9% | +2.6% | +5.3% |
| 30D | +18.6% | +15.4% | +3.2% | +9.9% |
| 3M | +30.9% | +6.3% | +24.6% | +26.4% |
| 6M | +6.6% | +5.6% | +1.0% | +3.2% |
| YTD | -14.9% | +9.9% | -24.8% | -19.7% |
| 1Y | -10.5% | +20.8% | -31.4% | -19.9% |
| 3Y | +73.1% | +48.5% | +24.6% | +37.2% |
| 5Y | +32.7% | +60.6% | -27.9% | +0.6% |
| 10Y | +546.2% | +349.8% | +196.4% | +189.1% |
| All | +23,674.8% | +2,332.9% | +21,341.9% | +6,106.1% |
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