+13,994.1%
ISRG vs WTW
+1,139.1%
+12,855.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.3% |
| 7D | -5.2% | -2.7% | -2.4% | -4.0% |
| 30D | -7.6% | -5.6% | -1.9% | -5.3% |
| 3M | -16.4% | +26.5% | -42.9% | -24.8% |
| 6M | -28.6% | +8.1% | -36.7% | -31.7% |
| YTD | -38.2% | -0.3% | -37.9% | -39.3% |
| 1Y | -25.5% | -0.9% | -24.6% | -26.8% |
| 3Y | +17.4% | +66.6% | -49.2% | -10.7% |
| 5Y | -3.0% | +54.0% | -56.9% | -23.4% |
| 10Y | +356.0% | +198.1% | +157.8% | +167.0% |
| All | +13,994.1% | +1,139.1% | +12,855.0% | +5,752.8% |
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