+17.4%
ISRG vs WPM
+279.1%
-261.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -5.2% | +7.0% | -12.2% | -6.1% |
| 30D | -7.6% | +15.7% | -23.3% | -9.6% |
| 3M | -16.4% | +35.2% | -51.6% | -20.2% |
| 6M | -28.6% | +6.1% | -34.7% | -29.6% |
| YTD | -38.2% | +32.6% | -70.7% | -41.6% |
| 1Y | -25.5% | +46.9% | -72.4% | -31.3% |
| 3Y | +17.4% | +276.3% | -258.9% | -10.6% |
| All | +17.4% | +279.1% | -261.7% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling