+536.3%
ISRG vs WWD
+494.7%
+41.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -0.1% |
| 7D | +5.4% | +4.2% | +1.2% | +3.6% |
| 30D | +8.6% | -0.8% | +9.4% | +8.5% |
| 3M | +21.6% | -8.2% | +29.8% | +24.6% |
| 6M | +2.3% | -9.8% | +12.2% | +4.7% |
| YTD | -18.7% | +10.4% | -29.1% | -24.2% |
| 1Y | -17.8% | +25.5% | -43.2% | -27.5% |
| 3Y | +69.1% | +155.8% | -86.7% | +9.8% |
| 5Y | +26.5% | +187.3% | -160.8% | -23.3% |
| 10Y | +536.3% | +462.7% | +73.6% | +184.0% |
| All | +536.3% | +494.7% | +41.6% | +184.0% |
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