+838.7%
WMT vs ISRG
+18,108.6%
-17,269.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.1% |
| 7D | +3.9% | -1.6% | +5.5% | +4.1% |
| 30D | -4.4% | -2.3% | -2.1% | -4.2% |
| 3M | -8.8% | -12.4% | +3.7% | -7.8% |
| 6M | -15.6% | -26.8% | +11.2% | -13.4% |
| YTD | -3.2% | -35.3% | +32.0% | +0.3% |
| 1Y | +7.0% | -19.3% | +26.4% | +8.5% |
| 3Y | +105.3% | +18.1% | +87.2% | +100.2% |
| 5Y | +129.3% | +2.6% | +126.6% | +124.0% |
| 10Y | +423.9% | +379.4% | +44.5% | +347.0% |
| All | +838.7% | +18,108.6% | -17,269.8% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling