+26.5%
ISRG vs WSM
+184.9%
-158.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.9% |
| 7D | +5.4% | +0.9% | +4.6% | +5.3% |
| 30D | +8.6% | +8.6% | +0.1% | +6.4% |
| 3M | +21.6% | +4.2% | +17.3% | +20.2% |
| 6M | +2.3% | +44.6% | -42.3% | -7.1% |
| YTD | -18.7% | +48.5% | -67.2% | -27.0% |
| 1Y | -17.8% | +34.7% | -52.4% | -24.4% |
| 3Y | +69.1% | +271.0% | -202.0% | +9.8% |
| 5Y | +26.5% | +180.9% | -154.5% | -13.1% |
| All | +26.5% | +184.9% | -158.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling