+23,005.1%
ISRG vs WST
+9,157.7%
+13,847.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.2% |
| 7D | +4.4% | -5.8% | +10.2% | +7.0% |
| 30D | +15.8% | +5.3% | +10.4% | +13.3% |
| 3M | +24.9% | +11.8% | +13.1% | +19.2% |
| 6M | +3.8% | +26.7% | -22.9% | -6.1% |
| YTD | -17.3% | +43.0% | -60.3% | -29.5% |
| 1Y | -14.6% | +38.9% | -53.4% | -26.5% |
| 3Y | +68.2% | +18.2% | +50.1% | +36.6% |
| 5Y | +28.4% | -1.5% | +29.9% | +10.8% |
| 10Y | +528.0% | +439.0% | +89.1% | +141.4% |
| All | +23,005.1% | +9,157.7% | +13,847.4% | +2,594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling