+25.5%
ISRG vs WULF
-56.1%
+81.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.0% |
| 7D | -2.0% | +11.0% | -13.0% | -2.6% |
| 30D | +5.6% | +9.4% | -3.8% | +4.6% |
| 3M | +10.5% | -22.6% | +33.2% | +11.2% |
| 6M | +2.6% | -45.4% | +48.0% | +4.7% |
| YTD | -21.7% | +9.8% | -31.5% | -24.1% |
| 1Y | -21.6% | +8.0% | -29.6% | -24.2% |
| 3Y | +57.0% | +1,149.5% | -1,092.5% | +20.6% |
| All | +25.5% | -56.1% | +81.5% | +3.3% |
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