+537.3%
ISRG vs WMB
+265.8%
+271.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +2.1% | -6.9% | +9.0% | +4.0% |
| 30D | +6.2% | -7.2% | +13.3% | +7.9% |
| 3M | +14.4% | -5.4% | +19.8% | +15.3% |
| 6M | 0.0% | -4.9% | +4.9% | 0.0% |
| YTD | -20.5% | +14.7% | -35.2% | -25.6% |
| 1Y | -21.9% | +14.7% | -36.6% | -27.0% |
| 3Y | +62.2% | +116.4% | -54.2% | +21.6% |
| 5Y | +25.2% | +198.5% | -173.3% | -15.9% |
| 10Y | +537.3% | +266.3% | +271.0% | +263.9% |
| All | +537.3% | +265.8% | +271.5% | +263.9% |
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