-25.8%
ISRG vs WETO
-94.9%
+69.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.1% | -5.0% | +2.1% |
| 7D | -2.5% | -19.9% | +17.3% | -2.7% |
| 30D | -10.2% | -42.7% | +32.5% | -9.7% |
| 3M | -12.5% | -97.7% | +85.2% | -10.8% |
| 6M | -25.8% | -94.4% | +68.6% | -26.7% |
| All | -25.8% | -94.9% | +69.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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