+23.9%
ISRG vs WCC
+117.0%
-93.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.8% |
| 7D | +4.8% | -14.7% | +19.5% | +7.9% |
| 30D | +9.2% | -20.1% | +29.3% | +13.8% |
| 3M | +21.2% | -21.2% | +42.3% | +26.1% |
| 6M | +0.2% | -19.2% | +19.4% | +2.8% |
| YTD | -20.1% | +20.2% | -40.3% | -27.1% |
| 1Y | -17.3% | +14.5% | -31.8% | -23.7% |
| 3Y | +63.3% | +115.1% | -51.8% | +17.6% |
| All | +23.9% | +117.0% | -93.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling