+772.0%
WDC vs ISRG
+65.7%
+706.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +9.4% |
| 7D | -14.4% | +5.4% | -19.8% | -15.6% |
| 30D | -27.1% | +8.6% | -35.7% | -28.7% |
| 3M | -33.3% | +21.6% | -54.8% | -36.9% |
| 6M | -39.6% | +2.3% | -41.9% | -40.2% |
| YTD | +68.4% | -18.7% | +87.1% | +87.7% |
| 1Y | +78.2% | -17.8% | +95.9% | +97.6% |
| 3Y | +772.0% | +69.1% | +702.9% | +590.5% |
| All | +772.0% | +65.7% | +706.3% | +590.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling