+356.0%
ISRG vs WWD
+476.2%
-120.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.8% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | -7.6% | -6.4% | -1.1% | -5.4% |
| 3M | -16.4% | -5.6% | -10.7% | -15.3% |
| 6M | -28.6% | -9.1% | -19.5% | -27.1% |
| YTD | -38.2% | +12.5% | -50.7% | -42.4% |
| 1Y | -25.5% | +41.3% | -66.8% | -37.1% |
| 3Y | +17.4% | +170.2% | -152.8% | -24.7% |
| 5Y | -3.0% | +192.5% | -195.5% | -41.0% |
| 10Y | +356.0% | +476.9% | -120.9% | +115.1% |
| All | +356.0% | +476.2% | -120.3% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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