-23.2%
ISRG vs WOLF
+52.0%
-75.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -2.0% |
| 7D | -6.1% | +30.2% | -36.3% | -6.7% |
| 30D | +4.2% | -7.2% | +11.4% | +4.3% |
| 3M | +9.6% | -16.4% | +26.0% | +9.7% |
| 6M | +1.9% | -50.7% | +52.5% | +2.8% |
| YTD | -22.3% | +52.3% | -74.6% | -29.4% |
| 1Y | -23.2% | +35.6% | -58.8% | -29.8% |
| All | -23.2% | +52.0% | -75.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling