+5.7%
ISRG vs WULF
-35.5%
+41.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +2.4% |
| 7D | -2.5% | -0.6% | -2.0% | -2.6% |
| 30D | -10.2% | -3.6% | -6.5% | -10.2% |
| 3M | -12.5% | -30.4% | +17.9% | -11.3% |
| 6M | -25.8% | +12.5% | -38.3% | -27.3% |
| YTD | -36.4% | +40.5% | -76.8% | -38.8% |
| 1Y | -19.9% | +53.0% | -72.9% | -24.1% |
| 3Y | +20.9% | +796.7% | -775.8% | -5.1% |
| 5Y | +5.7% | -30.9% | +36.5% | -16.2% |
| All | +5.7% | -35.5% | +41.2% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling