+374.7%
ISRG vs WSM
+1,058.9%
-684.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.4% |
| 7D | -2.5% | +0.4% | -3.0% | -2.7% |
| 30D | -10.2% | -10.7% | +0.6% | -7.8% |
| 3M | -12.5% | +8.5% | -21.0% | -14.3% |
| 6M | -25.8% | +19.6% | -45.4% | -29.1% |
| YTD | -36.4% | +26.6% | -63.0% | -40.2% |
| 1Y | -19.9% | +12.0% | -31.8% | -22.8% |
| 3Y | +20.9% | +226.6% | -205.8% | -13.6% |
| 5Y | +5.7% | +174.1% | -168.5% | -24.1% |
| All | +374.7% | +1,058.9% | -684.1% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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