+722.2%
ISRG vs WING
+656.3%
+65.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.0% |
| 7D | +4.8% | +9.0% | -4.2% | +2.8% |
| 30D | +9.2% | +39.9% | -30.7% | +1.2% |
| 3M | +21.2% | +40.4% | -19.3% | +11.2% |
| 6M | +0.2% | +12.9% | -12.6% | -4.5% |
| YTD | -20.1% | -31.1% | +11.0% | -16.2% |
| 1Y | -17.3% | -32.7% | +15.4% | -13.1% |
| 3Y | +63.3% | -19.8% | +83.1% | +54.7% |
| 5Y | +24.1% | +4.0% | +20.1% | +4.3% |
| 10Y | +507.0% | +684.4% | -177.5% | +251.4% |
| All | +722.2% | +656.3% | +65.8% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling