+88.5%
WDC vs ISRG
-21.7%
+110.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -4.9% |
| 7D | +12.1% | -2.0% | +14.1% | +11.7% |
| 30D | -18.8% | +5.6% | -24.4% | -17.4% |
| 3M | -39.3% | +10.5% | -49.9% | -37.5% |
| 6M | -40.1% | +2.6% | -42.7% | -36.0% |
| YTD | +71.8% | -21.7% | +93.5% | +122.1% |
| 1Y | +88.5% | -21.6% | +110.0% | +146.8% |
| All | +88.5% | -21.7% | +110.2% | +146.8% |
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 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