+857.5%
WFC vs ISRG
+18,108.6%
-17,251.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | +10.9% | -12.4% | +23.3% | +13.3% |
| 6M | +8.4% | -26.8% | +35.3% | +14.6% |
| YTD | -1.9% | -35.3% | +33.4% | +6.2% |
| 1Y | +12.3% | -19.3% | +31.7% | +15.9% |
| 3Y | +132.3% | +18.1% | +114.2% | +120.2% |
| 5Y | +130.1% | +2.6% | +127.4% | +120.1% |
| 10Y | +134.4% | +379.4% | -245.0% | +67.7% |
| All | +857.5% | +18,108.6% | -17,251.0% | +404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling