+1,309.1%
WDC vs ISRG
+364.0%
+945.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.6% |
| 7D | +7.5% | -5.0% | +12.5% | +10.1% |
| 30D | +10.1% | -10.2% | +20.3% | +15.6% |
| 3M | -6.8% | -17.2% | +10.4% | -0.8% |
| 6M | +84.1% | -28.4% | +112.6% | +109.8% |
| YTD | +180.3% | -37.6% | +217.9% | +245.6% |
| 1Y | +411.1% | -24.4% | +435.5% | +456.7% |
| 3Y | +1,375.0% | +18.4% | +1,356.6% | +1,101.6% |
| 5Y | +991.6% | -1.0% | +992.5% | +841.8% |
| 10Y | +1,309.1% | +370.1% | +938.9% | +465.8% |
| All | +1,309.1% | +364.0% | +945.1% | +465.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling