+17,983.8%
ISRG vs WULF
+493.4%
+17,490.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.9% |
| 7D | -1.6% | +7.6% | -9.1% | -1.9% |
| 30D | -2.3% | -8.6% | +6.4% | -2.1% |
| 3M | -12.4% | -37.0% | +24.5% | -11.4% |
| 6M | -26.8% | +7.4% | -34.2% | -27.6% |
| YTD | -35.3% | +43.7% | -78.9% | -36.8% |
| 1Y | -19.3% | +86.1% | -105.5% | -22.4% |
| 3Y | +18.1% | +733.8% | -715.7% | +3.5% |
| 5Y | +2.6% | -33.6% | +36.2% | -9.7% |
| 10Y | +379.4% | +76.1% | +303.4% | +306.5% |
| All | +17,983.8% | +493.4% | +17,490.5% | +14,864.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling