+370.1%
ISRG vs WCC
+506.2%
-136.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -5.0% | +6.8% | -11.8% | -6.6% |
| 30D | -10.2% | -3.0% | -7.2% | -9.7% |
| 3M | -17.2% | +0.2% | -17.4% | -18.0% |
| 6M | -28.4% | +33.2% | -61.6% | -34.9% |
| YTD | -37.6% | +45.8% | -83.4% | -44.9% |
| 1Y | -24.4% | +68.4% | -92.8% | -36.2% |
| 3Y | +18.4% | +131.1% | -112.7% | -12.8% |
| 5Y | -1.0% | +225.6% | -226.6% | -36.3% |
| 10Y | +370.1% | +534.2% | -164.0% | +121.1% |
| All | +370.1% | +506.2% | -136.1% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling