+55.7%
ISRG vs WING
-23.4%
+79.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -1.5% |
| 7D | -6.1% | -3.9% | -2.2% | -5.6% |
| 30D | +4.2% | +26.6% | -22.4% | +0.4% |
| 3M | +9.6% | +42.5% | -32.9% | +3.3% |
| 6M | +1.9% | +29.4% | -27.6% | -3.4% |
| YTD | -22.3% | -32.8% | +10.4% | -18.7% |
| 1Y | -23.2% | -33.5% | +10.3% | -19.5% |
| All | +55.7% | -23.4% | +79.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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