+8,182.9%
ISRG vs WPM
+5,248.7%
+2,934.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -1.4% |
| 7D | +2.1% | +16.4% | -14.2% | -0.4% |
| 30D | +6.2% | -1.5% | +7.6% | +6.2% |
| 3M | +14.4% | +2.6% | +11.8% | +13.2% |
| 6M | 0.0% | -1.3% | +1.3% | -0.9% |
| YTD | -20.5% | +16.8% | -37.3% | -24.1% |
| 1Y | -21.9% | +34.1% | -56.0% | -27.3% |
| 3Y | +62.2% | +225.1% | -162.9% | +28.0% |
| 5Y | +25.2% | +234.5% | -209.3% | -2.8% |
| 10Y | +537.3% | +674.1% | -136.8% | +313.7% |
| All | +8,182.9% | +5,248.7% | +2,934.2% | +3,824.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling