+18,661.1%
WDC vs ISRG
+18,108.6%
+552.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.1% |
| 7D | +1.7% | -1.6% | +3.3% | +2.1% |
| 30D | -10.0% | -2.3% | -7.7% | -9.6% |
| 3M | -18.8% | -12.4% | -6.3% | -17.3% |
| 6M | +79.0% | -26.8% | +105.9% | +90.3% |
| YTD | +171.6% | -35.3% | +206.8% | +198.2% |
| 1Y | +417.4% | -19.3% | +436.7% | +433.1% |
| 3Y | +1,251.8% | +18.1% | +1,233.7% | +1,158.3% |
| 5Y | +911.7% | +2.6% | +909.1% | +862.2% |
| 10Y | +1,399.6% | +379.4% | +1,020.2% | +912.1% |
| All | +18,661.1% | +18,108.6% | +552.5% | +5,625.0% |
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