+0.2%
ISRG vs WDAY
+52.1%
-51.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -2.6% |
| 7D | +4.8% | -2.5% | +7.3% | +5.4% |
| 30D | +9.2% | +4.7% | +4.5% | +8.3% |
| 3M | +21.2% | +13.3% | +7.9% | +17.5% |
| 6M | +0.2% | +57.3% | -57.1% | -9.8% |
| All | +0.2% | +52.1% | -51.8% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling