+2.5%
WFC vs ISRG
-11.6%
+14.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +0.2% |
| 7D | +4.5% | +8.5% | -4.0% | +2.6% |
| 30D | +7.4% | +18.6% | -11.2% | +3.5% |
| 3M | -0.5% | +30.9% | -31.4% | -6.3% |
| 6M | +11.7% | +6.6% | +5.1% | +10.1% |
| YTD | -4.6% | -14.9% | +10.2% | +0.1% |
| 1Y | +2.5% | -10.5% | +13.1% | +6.4% |
| All | +2.5% | -11.6% | +14.1% | +6.4% |
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