+370.1%
ISRG vs WU
-40.9%
+411.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -5.0% | -4.9% | -0.1% | -3.5% |
| 30D | -10.2% | -1.3% | -8.9% | -9.9% |
| 3M | -17.2% | -3.6% | -13.6% | -17.8% |
| 6M | -28.4% | -24.3% | -4.1% | -23.1% |
| YTD | -37.6% | -21.1% | -16.5% | -34.2% |
| 1Y | -24.4% | -10.3% | -14.1% | -24.5% |
| 3Y | +18.4% | -28.4% | +46.8% | +25.2% |
| 5Y | -1.0% | -51.2% | +50.2% | +20.2% |
| 10Y | +370.1% | -39.6% | +409.8% | +389.5% |
| All | +370.1% | -40.9% | +411.0% | +389.5% |
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