+602.7%
ISRG vs W
+176.2%
+426.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -1.2% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -2.3% | -7.6% | +5.3% | -1.2% |
| 3M | -12.4% | +37.2% | -49.6% | -17.5% |
| 6M | -26.8% | +26.3% | -53.2% | -30.7% |
| YTD | -35.3% | -1.0% | -34.3% | -36.7% |
| 1Y | -19.3% | +20.1% | -39.4% | -24.0% |
| 3Y | +18.1% | +37.8% | -19.7% | +1.9% |
| 5Y | +2.6% | -63.7% | +66.3% | -4.7% |
| 10Y | +379.4% | +156.3% | +223.1% | +206.4% |
| All | +602.7% | +176.2% | +426.5% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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