-19.3%
ISRG vs WCC
+61.8%
-81.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.0% |
| 7D | -1.6% | +4.5% | -6.1% | -1.7% |
| 30D | -2.3% | -5.8% | +3.5% | -2.1% |
| 3M | -12.4% | -3.7% | -8.8% | -12.2% |
| 6M | -26.8% | +23.1% | -49.9% | -28.8% |
| YTD | -35.3% | +44.2% | -79.4% | -37.9% |
| 1Y | -19.3% | +62.1% | -81.4% | -22.5% |
| All | -19.3% | +61.8% | -81.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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