-20.1%
ISRG vs WOLF
+39.8%
-59.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.8% | -8.1% | +1.5% |
| 7D | +5.4% | +25.3% | -19.9% | +4.8% |
| 30D | +8.6% | -14.7% | +23.3% | +9.0% |
| 3M | +21.6% | -20.5% | +42.1% | +21.8% |
| 6M | +2.3% | -43.9% | +46.3% | +2.3% |
| YTD | -18.7% | +50.0% | -68.7% | -25.9% |
| All | -20.1% | +39.8% | -59.9% | -27.2% |
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