+25.2%
ISRG vs WST
+1.6%
+23.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +6.2% | +12.7% | -6.6% | +2.8% |
| 3M | +14.4% | +17.2% | -2.8% | +9.6% |
| 6M | 0.0% | +26.7% | -26.7% | -6.2% |
| YTD | -20.5% | +50.3% | -70.8% | -29.2% |
| 1Y | -21.9% | +50.2% | -72.1% | -30.5% |
| 3Y | +62.2% | +21.7% | +40.5% | +41.2% |
| 5Y | +25.2% | +2.0% | +23.2% | +21.8% |
| All | +25.2% | +1.6% | +23.6% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling