+533.8%
ISRG vs WU
-39.7%
+573.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | -6.1% | -5.3% | -0.8% | -4.6% |
| 30D | +4.2% | +9.0% | -4.8% | +1.4% |
| 3M | +9.6% | -3.6% | +13.2% | +10.4% |
| 6M | +1.9% | -19.4% | +21.3% | +7.0% |
| YTD | -22.3% | -21.7% | -0.6% | -18.1% |
| 1Y | -23.2% | -16.1% | -7.0% | -21.1% |
| 3Y | +58.5% | -24.1% | +82.6% | +63.4% |
| 5Y | +23.9% | -44.1% | +68.1% | +41.7% |
| All | +533.8% | -39.7% | +573.6% | +556.3% |
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