+12,478.5%
WDC vs ISRG
+22,221.5%
-9,743.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.4% |
| 7D | -3.2% | -6.8% | +3.5% | -1.3% |
| 30D | -19.0% | +5.1% | -24.1% | -20.3% |
| 3M | -28.4% | +12.0% | -40.5% | -30.9% |
| 6M | -39.2% | +7.0% | -46.2% | -41.7% |
| YTD | +82.1% | -20.6% | +102.7% | +88.9% |
| 1Y | +84.7% | -21.4% | +106.1% | +92.1% |
| 3Y | +825.6% | +62.0% | +763.6% | +691.7% |
| 5Y | +608.2% | +28.1% | +580.0% | +534.5% |
| 10Y | +695.1% | +550.7% | +144.4% | +396.9% |
| All | +12,478.5% | +22,221.5% | -9,743.0% | +3,526.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling