+130.8%
WMT vs ISRG
-2.2%
+133.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.2% | -5.0% | +4.8% | +0.6% |
| 30D | -5.8% | -10.2% | +4.4% | -4.2% |
| 3M | -10.8% | -17.2% | +6.4% | -8.4% |
| 6M | -14.3% | -28.4% | +14.1% | -10.2% |
| YTD | -4.4% | -37.6% | +33.2% | +2.3% |
| 1Y | +4.3% | -24.4% | +28.8% | +7.5% |
| 3Y | +100.1% | +18.4% | +81.6% | +91.5% |
| 5Y | +130.8% | -1.0% | +131.8% | +114.1% |
| All | +130.8% | -2.2% | +133.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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