+374.7%
ISRG vs GWW
+565.7%
-191.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -2.5% | -3.1% | +0.6% | -1.3% |
| 30D | -10.2% | -2.3% | -7.8% | -9.4% |
| 3M | -12.5% | -3.3% | -9.2% | -11.5% |
| 6M | -25.8% | +15.4% | -41.2% | -30.0% |
| YTD | -36.4% | +26.7% | -63.1% | -42.3% |
| 1Y | -19.9% | +29.0% | -48.9% | -28.0% |
| 3Y | +20.9% | +89.0% | -68.1% | -8.1% |
| 5Y | +5.7% | +221.8% | -216.1% | -35.5% |
| All | +374.7% | +565.7% | -191.0% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling