+118.2%
WFC vs ISRG
+521.1%
-402.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | +0.9% | +2.1% | -1.2% | 0.0% |
| 30D | +3.3% | +6.2% | -2.9% | +0.9% |
| 3M | -1.4% | +14.4% | -15.8% | -6.4% |
| 6M | +14.7% | 0.0% | +14.7% | +13.1% |
| YTD | -5.9% | -20.5% | +14.6% | +0.4% |
| 1Y | +1.8% | -21.9% | +23.7% | +9.2% |
| 3Y | +124.9% | +62.2% | +62.7% | +78.4% |
| 5Y | +92.7% | +25.2% | +67.6% | +62.7% |
| 10Y | +118.2% | +537.3% | -419.1% | +12.3% |
| All | +118.2% | +521.1% | -402.9% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling