+23.9%
ISRG vs WMB
+201.0%
-177.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -6.1% | +8.1% | -14.2% | -8.0% |
| 30D | +4.2% | -6.9% | +11.1% | +5.8% |
| 3M | +9.6% | -5.1% | +14.7% | +10.3% |
| 6M | +1.9% | -5.7% | +7.6% | +2.2% |
| YTD | -22.3% | +18.1% | -40.4% | -28.8% |
| 1Y | -23.2% | +18.4% | -41.6% | -29.8% |
| 3Y | +58.5% | +122.7% | -64.2% | +9.7% |
| 5Y | +23.9% | +202.0% | -178.1% | -21.4% |
| All | +23.9% | +201.0% | -177.1% | -21.4% |
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