+126.7%
WFC vs ISRG
-2.6%
+129.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.0% |
| 7D | +1.1% | -5.2% | +6.2% | +2.5% |
| 30D | +0.8% | -7.6% | +8.4% | +2.9% |
| 3M | +9.3% | -16.4% | +25.6% | +13.9% |
| 6M | +10.6% | -28.6% | +39.2% | +20.1% |
| YTD | -4.1% | -38.2% | +34.1% | +8.3% |
| 1Y | +13.6% | -25.5% | +39.1% | +21.1% |
| 3Y | +130.7% | +17.4% | +113.3% | +114.8% |
| 5Y | +126.7% | -3.0% | +129.7% | +112.8% |
| All | +126.7% | -2.6% | +129.3% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling