+370.1%
ISRG vs WPM
+523.6%
-153.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -5.0% | +3.9% | -8.9% | -5.6% |
| 30D | -10.2% | +17.7% | -27.9% | -12.7% |
| 3M | -17.2% | +39.4% | -56.6% | -22.0% |
| 6M | -28.4% | +6.4% | -34.9% | -29.8% |
| YTD | -37.6% | +34.0% | -71.6% | -41.6% |
| 1Y | -24.4% | +50.5% | -75.0% | -31.0% |
| 3Y | +18.4% | +280.3% | -261.9% | -9.4% |
| 5Y | -1.0% | +266.3% | -267.3% | -25.0% |
| 10Y | +370.1% | +550.8% | -180.7% | +238.1% |
| All | +370.1% | +523.6% | -153.5% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling