+377.5%
ISRG vs WDAY
+120.4%
+257.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | +1.2% |
| 7D | -1.6% | -4.4% | +2.8% | -0.1% |
| 30D | -2.3% | +14.7% | -17.0% | -8.2% |
| 3M | -12.4% | +32.4% | -44.8% | -22.9% |
| 6M | -26.8% | +36.9% | -63.7% | -37.7% |
| YTD | -35.3% | -8.8% | -26.4% | -35.4% |
| 1Y | -19.3% | -15.3% | -4.0% | -17.6% |
| 3Y | +18.1% | -21.2% | +39.3% | +18.9% |
| 5Y | +2.6% | -29.5% | +32.1% | +4.8% |
| All | +377.5% | +120.4% | +257.1% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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