+22,229.9%
ISRG vs WMB
+433.8%
+21,796.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | -13.8% | +18.6% | +7.4% |
| 30D | +9.2% | -10.3% | +19.6% | +11.0% |
| 3M | +21.2% | -10.1% | +31.2% | +22.9% |
| 6M | +0.2% | -11.8% | +12.1% | +1.8% |
| YTD | -20.1% | +8.9% | -29.0% | -22.0% |
| 1Y | -17.3% | +14.0% | -31.3% | -20.1% |
| 3Y | +63.3% | +100.5% | -37.2% | +42.1% |
| 5Y | +24.1% | +179.5% | -155.4% | +1.6% |
| 10Y | +507.0% | +272.7% | +234.2% | +356.8% |
| All | +22,229.9% | +433.8% | +21,796.1% | +15,796.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling