+536.3%
ISRG vs WCC
+492.1%
+44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | -0.2% |
| 7D | +5.4% | -5.7% | +11.1% | +6.3% |
| 30D | +8.6% | -13.5% | +22.1% | +11.6% |
| 3M | +21.6% | -12.9% | +34.4% | +24.0% |
| 6M | +2.3% | -10.7% | +13.0% | +2.6% |
| YTD | -18.7% | +30.0% | -48.7% | -27.1% |
| 1Y | -17.8% | +24.7% | -42.5% | -25.5% |
| 3Y | +69.1% | +136.6% | -67.5% | +21.6% |
| 5Y | +26.5% | +143.9% | -117.4% | -13.8% |
| 10Y | +536.3% | +465.9% | +70.3% | +213.3% |
| All | +536.3% | +492.1% | +44.2% | +213.3% |
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