+19.2%
ISRG vs WDAY
-20.6%
+39.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | +0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -0.7% |
| 30D | -2.3% | +14.7% | -17.0% | -5.6% |
| 3M | -12.4% | +32.4% | -44.8% | -18.5% |
| 6M | -26.8% | +36.9% | -63.7% | -32.8% |
| YTD | -35.3% | -8.8% | -26.4% | -34.2% |
| 1Y | -19.3% | -15.3% | -4.0% | -16.8% |
| All | +19.2% | -20.6% | +39.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling