+17.4%
ISRG vs WSM
+239.4%
-222.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.2% | +2.6% | -7.7% | -5.7% |
| 30D | -7.6% | -9.5% | +1.9% | -5.7% |
| 3M | -16.4% | +12.9% | -29.2% | -18.4% |
| 6M | -28.6% | +23.0% | -51.6% | -31.6% |
| YTD | -38.2% | +28.9% | -67.1% | -41.4% |
| 1Y | -25.5% | +13.7% | -39.2% | -27.9% |
| 3Y | +17.4% | +232.6% | -215.2% | -10.4% |
| All | +17.4% | +239.4% | -222.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling