-37.3%
ISRG vs WETO
-99.4%
+62.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +6.0% | +0.8% |
| 7D | -5.0% | -38.7% | +33.7% | -5.3% |
| 30D | -10.2% | -51.3% | +41.1% | -9.8% |
| 3M | -17.2% | -97.8% | +80.6% | -16.3% |
| 6M | -28.4% | -94.8% | +66.3% | -28.2% |
| YTD | -37.6% | -97.2% | +59.6% | -37.7% |
| 1Y | -24.4% | -98.9% | +74.5% | -24.4% |
| All | -37.3% | -99.4% | +62.1% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling