+584.9%
WDC vs ISRG
+26.2%
+558.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.1% | +9.2% |
| 7D | -14.4% | +5.4% | -19.8% | -16.2% |
| 30D | -27.1% | +8.6% | -35.7% | -29.5% |
| 3M | -33.3% | +21.6% | -54.8% | -38.5% |
| 6M | -39.6% | +2.3% | -41.9% | -41.7% |
| YTD | +68.4% | -18.7% | +87.1% | +82.1% |
| 1Y | +78.2% | -17.8% | +95.9% | +91.6% |
| 3Y | +772.0% | +69.1% | +702.9% | +544.9% |
| 5Y | +584.9% | +26.5% | +558.4% | +415.8% |
| All | +584.9% | +26.2% | +558.7% | +415.8% |
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