+386.2%
ISRG vs WTW
+198.0%
+188.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.7% | -5.7% | +6.4% | +3.7% |
| 30D | -8.0% | -7.3% | -0.8% | -4.6% |
| 3M | -10.6% | +21.5% | -32.1% | -19.3% |
| 6M | -25.1% | +9.6% | -34.7% | -29.5% |
| YTD | -34.8% | -3.3% | -31.5% | -35.2% |
| 1Y | -19.0% | -6.1% | -12.9% | -18.3% |
| 3Y | +22.1% | +61.8% | -39.7% | -13.2% |
| 5Y | +8.2% | +42.7% | -34.5% | -17.4% |
| All | +386.2% | +198.0% | +188.1% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling