+536.3%
ISRG vs WMB
+267.9%
+268.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.6% |
| 7D | +5.4% | -6.7% | +12.1% | +7.3% |
| 30D | +8.6% | -8.6% | +17.2% | +10.9% |
| 3M | +21.6% | -4.9% | +26.5% | +22.3% |
| 6M | +2.3% | -6.3% | +8.6% | +2.8% |
| YTD | -18.7% | +13.0% | -31.7% | -23.5% |
| 1Y | -17.8% | +14.9% | -32.7% | -23.2% |
| 3Y | +69.1% | +113.4% | -44.3% | +27.3% |
| 5Y | +26.5% | +190.2% | -163.7% | -14.3% |
| 10Y | +536.3% | +259.9% | +276.4% | +264.3% |
| All | +536.3% | +267.9% | +268.4% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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