+16.8%
ISRG vs WULF
+851.7%
-834.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.1% |
| 7D | -5.0% | +15.6% | -20.6% | -5.9% |
| 30D | -10.2% | +5.7% | -15.9% | -10.7% |
| 3M | -17.2% | -32.3% | +15.1% | -15.8% |
| 6M | -28.4% | +23.7% | -52.1% | -30.4% |
| YTD | -37.6% | +49.1% | -86.7% | -40.5% |
| 1Y | -24.4% | +66.3% | -90.8% | -29.2% |
| All | +16.8% | +851.7% | -834.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 3y: compounded portfolio wealth divided by compounded WULF 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…
3y analysis · Full analysis span regression · 6 months rolling