-20.3%
ISRG vs WOLF
+60.4%
-80.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.6% |
| 7D | -5.2% | +9.8% | -14.9% | -5.5% |
| 30D | -7.6% | -12.1% | +4.6% | -7.3% |
| 3M | -16.4% | -47.9% | +31.5% | -15.1% |
| 6M | -28.6% | +74.3% | -102.9% | -33.0% |
| YTD | -38.2% | +65.9% | -104.1% | -42.0% |
| All | -20.3% | +60.4% | -80.7% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling