+22,229.9%
ISRG vs WWD
+9,611.9%
+12,618.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.8% | -4.4% |
| 7D | +4.8% | +4.2% | +0.7% | +3.3% |
| 30D | +9.2% | -2.1% | +11.4% | +9.6% |
| 3M | +21.2% | -13.2% | +34.3% | +26.0% |
| 6M | +0.2% | -16.9% | +17.1% | +5.0% |
| YTD | -20.1% | +5.2% | -25.3% | -23.3% |
| 1Y | -17.3% | +20.6% | -37.9% | -24.4% |
| 3Y | +63.3% | +146.3% | -83.0% | +16.7% |
| 5Y | +24.1% | +171.3% | -147.3% | -15.3% |
| 10Y | +507.0% | +471.3% | +35.6% | +207.9% |
| All | +22,229.9% | +9,611.9% | +12,618.0% | +5,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling