+500.7%
ISRG vs WST
+441.1%
+59.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -4.0% |
| 7D | +4.8% | -3.1% | +7.9% | +6.0% |
| 30D | +9.2% | +9.1% | +0.1% | +5.9% |
| 3M | +21.2% | +14.7% | +6.5% | +15.3% |
| 6M | +0.2% | +28.0% | -27.8% | -8.5% |
| YTD | -20.1% | +45.6% | -65.7% | -31.0% |
| 1Y | -17.3% | +45.7% | -63.0% | -28.7% |
| 3Y | +63.3% | +21.1% | +42.2% | +34.4% |
| 5Y | +24.1% | +0.3% | +23.7% | +10.5% |
| All | +500.7% | +441.1% | +59.6% | +128.5% |
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