+22,612.5%
ISRG vs GWW
+6,837.2%
+15,775.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.4% |
| 7D | +5.4% | +5.3% | +0.2% | +3.1% |
| 30D | +8.6% | +12.4% | -3.8% | +3.0% |
| 3M | +21.6% | +13.7% | +7.8% | +14.6% |
| 6M | +2.3% | +18.0% | -15.7% | -5.4% |
| YTD | -18.7% | +44.6% | -63.2% | -32.2% |
| 1Y | -17.8% | +53.1% | -70.9% | -33.3% |
| 3Y | +69.1% | +90.2% | -21.1% | +21.4% |
| 5Y | +26.5% | +215.0% | -188.5% | -29.9% |
| 10Y | +536.3% | +658.9% | -122.7% | +113.0% |
| All | +22,612.5% | +6,837.2% | +15,775.3% | +2,352.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling