-19.3%
ISRG vs WPM
+53.7%
-73.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -2.3% | +26.4% | -28.6% | -4.7% |
| 3M | -12.4% | +20.8% | -33.3% | -14.5% |
| 6M | -26.8% | +1.1% | -27.9% | -27.4% |
| YTD | -35.3% | +32.5% | -67.7% | -37.0% |
| 1Y | -19.3% | +51.5% | -70.8% | -24.2% |
| All | -19.3% | +53.7% | -73.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling