+2.0%
ISRG vs WDAY
-29.2%
+31.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | +0.9% |
| 7D | -1.6% | -4.4% | +2.8% | -0.3% |
| 30D | -2.3% | +14.7% | -17.0% | -7.5% |
| 3M | -12.4% | +32.4% | -44.8% | -21.7% |
| 6M | -26.8% | +36.9% | -63.7% | -36.4% |
| YTD | -35.3% | -8.8% | -26.4% | -34.4% |
| 1Y | -19.3% | -15.3% | -4.0% | -16.4% |
| 3Y | +18.1% | -21.2% | +39.3% | +20.1% |
| All | +2.0% | -29.2% | +31.2% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling