+17,983.8%
ISRG vs WSM
+4,843.1%
+13,140.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.4% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -2.3% | -8.4% | +6.1% | -0.1% |
| 3M | -12.4% | +9.7% | -22.1% | -14.6% |
| 6M | -26.8% | +16.7% | -43.5% | -30.0% |
| YTD | -35.3% | +28.7% | -63.9% | -39.7% |
| 1Y | -19.3% | +13.7% | -33.0% | -22.8% |
| 3Y | +18.1% | +230.1% | -212.0% | -17.9% |
| 5Y | +2.6% | +179.0% | -176.3% | -28.0% |
| 10Y | +379.4% | +1,002.5% | -623.1% | +112.3% |
| All | +17,983.8% | +4,843.1% | +13,140.7% | +4,906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling