-25.5%
ISRG vs WDAY
-19.6%
-5.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.3% | -3.7% |
| 7D | -5.2% | -6.1% | +0.9% | -4.2% |
| 30D | -7.6% | +3.7% | -11.3% | -8.3% |
| 3M | -16.4% | +29.6% | -45.9% | -20.8% |
| 6M | -28.6% | +23.3% | -51.9% | -31.5% |
| YTD | -38.2% | -13.3% | -24.9% | -36.1% |
| 1Y | -25.5% | -19.6% | -5.9% | -22.5% |
| All | -25.5% | -19.6% | -5.9% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling