+386.0%
WDC vs ISRG
-23.0%
+409.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.5% | -4.1% |
| 7D | +4.4% | -2.5% | +7.0% | +4.1% |
| 30D | +5.3% | -10.2% | +15.4% | +4.0% |
| 3M | -5.9% | -12.5% | +6.6% | -5.3% |
| 6M | +73.2% | -25.8% | +99.0% | +81.1% |
| YTD | +167.8% | -36.4% | +204.2% | +191.8% |
| 1Y | +386.0% | -19.9% | +405.9% | +441.2% |
| All | +386.0% | -23.0% | +409.0% | +441.2% |
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