+2.0%
ISRG vs WMB
+275.1%
-273.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | +3.3% | -5.5% | -3.3% |
| 3M | -12.4% | +3.1% | -15.6% | -13.7% |
| 6M | -26.8% | -0.7% | -26.1% | -27.2% |
| YTD | -35.3% | +25.2% | -60.4% | -40.8% |
| 1Y | -19.3% | +32.9% | -52.2% | -28.5% |
| 3Y | +18.1% | +140.6% | -122.4% | -16.8% |
| All | +2.0% | +275.1% | -273.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling