-19.3%
ISRG vs GWW
+31.2%
-50.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -2.3% | +3.3% | -5.5% | -2.9% |
| 3M | -12.4% | +2.9% | -15.4% | -12.5% |
| 6M | -26.8% | +15.8% | -42.6% | -28.1% |
| YTD | -35.3% | +32.0% | -67.3% | -36.6% |
| 1Y | -19.3% | +29.9% | -49.2% | -22.3% |
| All | -19.3% | +31.2% | -50.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling