+992.6%
WDC vs ISRG
-2.6%
+995.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.8% |
| 7D | +6.0% | -5.2% | +11.2% | +8.0% |
| 30D | +9.9% | -7.6% | +17.5% | +12.7% |
| 3M | -9.4% | -16.4% | +7.0% | -5.1% |
| 6M | +94.7% | -28.6% | +123.3% | +117.5% |
| YTD | +177.4% | -38.2% | +215.5% | +232.8% |
| 1Y | +412.6% | -25.5% | +438.1% | +455.6% |
| 3Y | +1,359.8% | +17.4% | +1,342.4% | +1,156.1% |
| 5Y | +992.6% | -3.0% | +995.5% | +785.8% |
| All | +992.6% | -2.6% | +995.1% | +785.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling