+57.0%
ISRG vs WWD
+148.2%
-91.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -2.0% | +4.0% | -6.0% | -3.1% |
| 30D | +5.6% | +0.4% | +5.2% | +5.1% |
| 3M | +10.5% | -7.9% | +18.5% | +12.8% |
| 6M | +2.6% | -10.6% | +13.3% | +4.7% |
| YTD | -21.7% | +9.4% | -31.1% | -26.6% |
| 1Y | -21.6% | +25.7% | -47.3% | -30.9% |
| 3Y | +57.0% | +148.5% | -91.5% | +1.0% |
| All | +57.0% | +148.2% | -91.1% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling