+63.3%
ISRG vs WPM
+212.7%
-149.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.8% |
| 7D | +4.8% | +16.9% | -12.1% | +2.6% |
| 30D | +9.2% | +2.0% | +7.3% | +8.6% |
| 3M | +21.2% | +8.9% | +12.2% | +18.6% |
| 6M | +0.2% | +1.6% | -1.3% | -1.3% |
| YTD | -20.1% | +16.5% | -36.6% | -23.6% |
| 1Y | -17.3% | +42.2% | -59.5% | -23.8% |
| 3Y | +63.3% | +213.3% | -150.0% | +26.6% |
| All | +63.3% | +212.7% | -149.4% | +26.6% |
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