+17,754.7%
ISRG vs WTW
+1,181.4%
+16,573.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +10.5% | +0.7% | +9.8% | +9.9% |
| 6M | +2.6% | +39.5% | -36.9% | -11.8% |
| YTD | -21.7% | +3.1% | -24.8% | -24.3% |
| 1Y | -21.6% | +4.8% | -26.3% | -24.8% |
| 3Y | +57.0% | +42.9% | +14.1% | +28.7% |
| 5Y | +25.0% | +55.3% | -30.3% | -1.7% |
| 10Y | +542.1% | +217.2% | +324.9% | +266.3% |
| All | +17,754.7% | +1,181.4% | +16,573.3% | +7,193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling