+550.7%
ISRG vs WST
+452.5%
+98.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -6.8% | +1.0% | -7.8% | -7.1% |
| 30D | +5.1% | +12.3% | -7.2% | +0.8% |
| 3M | +12.0% | +17.5% | -5.5% | +5.7% |
| 6M | +7.0% | +28.2% | -21.2% | -2.4% |
| YTD | -20.6% | +50.4% | -71.0% | -32.2% |
| 1Y | -21.4% | +49.3% | -70.7% | -32.8% |
| 3Y | +62.0% | +21.8% | +40.2% | +33.8% |
| 5Y | +28.1% | +0.3% | +27.8% | +14.9% |
| 10Y | +550.7% | +451.2% | +99.5% | +150.2% |
| All | +550.7% | +452.5% | +98.2% | +150.2% |
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