+2.0%
ISRG vs WING
-34.0%
+36.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.6% |
| 7D | -1.6% | -3.9% | +2.3% | -0.8% |
| 30D | -2.3% | -11.6% | +9.3% | 0.0% |
| 3M | -12.4% | -24.2% | +11.8% | -7.8% |
| 6M | -26.8% | -54.1% | +27.2% | -14.2% |
| YTD | -35.3% | -53.9% | +18.6% | -25.1% |
| 1Y | -19.3% | -64.4% | +45.0% | -1.2% |
| 3Y | +18.1% | -30.2% | +48.3% | +9.4% |
| All | +2.0% | -34.0% | +36.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling