+22,068.6%
ISRG vs WSM
+5,613.9%
+16,454.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -3.0% | -3.8% | -6.0% |
| 30D | +5.1% | +10.1% | -4.9% | +2.7% |
| 3M | +12.0% | +4.9% | +7.1% | +10.7% |
| 6M | +7.0% | +49.8% | -42.8% | -3.7% |
| YTD | -20.6% | +48.7% | -69.4% | -28.8% |
| 1Y | -21.4% | +38.7% | -60.2% | -28.3% |
| 3Y | +62.0% | +269.5% | -207.5% | +9.8% |
| 5Y | +28.1% | +179.0% | -150.8% | -9.9% |
| 10Y | +550.7% | +1,162.3% | -611.6% | +179.1% |
| All | +22,068.6% | +5,613.9% | +16,454.7% | +5,817.2% |
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