+724.0%
ISRG vs WDAY
+301.5%
+422.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -2.2% |
| 7D | +4.8% | -2.5% | +7.3% | +5.7% |
| 30D | +9.2% | +4.7% | +4.5% | +7.6% |
| 3M | +21.2% | +13.3% | +7.9% | +15.2% |
| 6M | +0.2% | +57.3% | -57.1% | -15.6% |
| YTD | -20.1% | -10.2% | -9.9% | -20.1% |
| 1Y | -17.3% | -14.1% | -3.3% | -16.4% |
| 3Y | +63.3% | -11.7% | +75.0% | +58.1% |
| 5Y | +24.1% | -33.5% | +57.5% | +28.1% |
| 10Y | +507.0% | +133.1% | +373.9% | +342.8% |
| All | +724.0% | +301.5% | +422.5% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling