+537.3%
ISRG vs WU
-35.7%
+573.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | +2.1% | +11.0% | -8.9% | -1.2% |
| 30D | +6.2% | +13.4% | -7.2% | +2.1% |
| 3M | +14.4% | +2.2% | +12.2% | +13.2% |
| 6M | 0.0% | -18.2% | +18.2% | +4.7% |
| YTD | -20.5% | -18.3% | -2.3% | -17.3% |
| 1Y | -21.9% | -12.2% | -9.7% | -20.9% |
| 3Y | +62.2% | -20.8% | +83.0% | +65.0% |
| 5Y | +25.2% | -42.6% | +67.8% | +42.2% |
| 10Y | +537.3% | -35.5% | +572.8% | +556.8% |
| All | +537.3% | -35.7% | +573.0% | +556.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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