+132.1%
WFC vs ISRG
+358.2%
-226.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -0.7% |
| 7D | +1.1% | -5.2% | +6.2% | +2.9% |
| 30D | +0.8% | -7.6% | +8.4% | +3.4% |
| 3M | +9.3% | -16.4% | +25.6% | +15.1% |
| 6M | +10.6% | -28.6% | +39.2% | +22.6% |
| YTD | -4.1% | -38.2% | +34.1% | +11.7% |
| 1Y | +13.6% | -25.5% | +39.1% | +22.9% |
| 3Y | +130.7% | +17.4% | +113.3% | +106.2% |
| 5Y | +126.7% | -3.0% | +129.7% | +109.9% |
| 10Y | +132.1% | +356.0% | -223.8% | +43.3% |
| All | +132.1% | +358.2% | -226.1% | +43.3% |
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