+12.3%
WFC vs ISRG
-16.8%
+29.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.8% | -1.6% | +5.4% | +4.1% |
| 30D | +1.5% | -2.3% | +3.7% | +1.8% |
| 3M | +10.9% | -12.4% | +23.3% | +12.9% |
| 6M | +8.4% | -26.8% | +35.3% | +13.4% |
| YTD | -1.9% | -35.3% | +33.4% | +3.6% |
| 1Y | +12.3% | -19.3% | +31.7% | +17.7% |
| All | +12.3% | -16.8% | +29.1% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling