+23.4%
ISRG vs WCN
+22.4%
+1.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.3% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | -12.4% | +7.3% | -19.8% | -15.3% |
| 6M | -26.8% | -2.5% | -24.3% | -26.0% |
| YTD | -35.3% | -5.4% | -29.9% | -33.6% |
| 1Y | -19.3% | -8.5% | -10.9% | -15.6% |
| All | +23.4% | +22.4% | +1.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling