+25.5%
ISRG vs WTW
+55.3%
-29.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | 0.0% |
| 7D | -2.0% | +2.0% | -4.0% | -2.9% |
| 30D | +5.6% | +12.9% | -7.3% | +0.3% |
| 3M | +10.5% | +0.7% | +9.8% | +10.0% |
| 6M | +2.6% | +39.5% | -36.9% | -11.3% |
| YTD | -21.7% | +3.1% | -24.8% | -23.9% |
| 1Y | -21.6% | +4.8% | -26.3% | -24.5% |
| 3Y | +57.0% | +42.9% | +14.1% | +22.0% |
| All | +25.5% | +55.3% | -29.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling