+59.1%
ISRG vs WMB
+121.3%
-62.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | -6.8% | +1.6% | -8.3% | -7.0% |
| 30D | +5.1% | -7.1% | +12.2% | +5.9% |
| 3M | +12.0% | -4.0% | +16.0% | +12.0% |
| 6M | +7.0% | -5.7% | +12.7% | +7.1% |
| YTD | -20.6% | +17.2% | -37.8% | -25.9% |
| 1Y | -21.4% | +17.2% | -38.6% | -26.7% |
| All | +59.1% | +121.3% | -62.2% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling