+417.4%
WDC vs ISRG
-16.8%
+434.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.8% |
| 7D | +1.7% | -1.6% | +3.3% | +1.6% |
| 30D | -10.0% | -2.3% | -7.7% | -10.2% |
| 3M | -18.8% | -12.4% | -6.3% | -17.8% |
| 6M | +79.0% | -26.8% | +105.9% | +89.0% |
| YTD | +171.6% | -35.3% | +206.8% | +196.0% |
| 1Y | +417.4% | -19.3% | +436.7% | +473.0% |
| All | +417.4% | -16.8% | +434.2% | +473.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling