+378.3%
ISRG vs WST
+322.7%
+55.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.3% | -3.1% | +0.9% | -1.2% |
| 3M | -12.4% | +7.2% | -19.7% | -14.7% |
| 6M | -26.8% | +36.8% | -63.6% | -35.1% |
| YTD | -35.3% | +23.8% | -59.1% | -40.7% |
| 1Y | -19.3% | +37.8% | -57.1% | -29.3% |
| 3Y | +18.1% | -15.9% | +34.0% | +14.8% |
| 5Y | +2.6% | -25.8% | +28.5% | +4.1% |
| All | +378.3% | +322.7% | +55.6% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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