+736.3%
ISRG vs WING
+719.8%
+16.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | -0.1% |
| 7D | +5.4% | +8.6% | -3.1% | +3.6% |
| 30D | +8.6% | +44.8% | -36.1% | -0.2% |
| 3M | +21.6% | +51.9% | -30.4% | +9.7% |
| 6M | +2.3% | +37.2% | -34.9% | -6.6% |
| YTD | -18.7% | -25.3% | +6.6% | -16.3% |
| 1Y | -17.8% | -25.1% | +7.3% | -15.6% |
| 3Y | +69.1% | -12.9% | +82.0% | +57.2% |
| 5Y | +26.5% | +12.0% | +14.5% | +4.6% |
| 10Y | +536.3% | +716.5% | -180.2% | +263.7% |
| All | +736.3% | +719.8% | +16.5% | +360.3% |
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