+55.7%
ISRG vs WEC
+62.7%
-7.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | +4.2% | +11.0% | -6.7% | +3.7% |
| 3M | +9.6% | +8.6% | +1.0% | +9.1% |
| 6M | +1.9% | +6.2% | -4.3% | +1.7% |
| YTD | -22.3% | +14.3% | -36.6% | -22.8% |
| 1Y | -23.2% | +8.4% | -31.5% | -23.4% |
| All | +55.7% | +62.7% | -7.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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