+818.5%
WFC vs ISRG
+22,221.5%
-21,402.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -1.3% | -6.8% | +5.5% | +0.1% |
| 30D | +3.6% | +5.1% | -1.5% | +2.5% |
| 3M | -1.3% | +12.0% | -13.3% | -3.7% |
| 6M | +18.0% | +7.0% | +11.0% | +15.6% |
| YTD | -5.9% | -20.6% | +14.8% | -2.3% |
| 1Y | +1.8% | -21.4% | +23.2% | +5.8% |
| 3Y | +125.0% | +62.0% | +63.0% | +100.3% |
| 5Y | +92.0% | +28.1% | +63.8% | +75.5% |
| 10Y | +117.9% | +550.7% | -432.8% | +47.2% |
| All | +818.5% | +22,221.5% | -21,402.9% | +363.8% |
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 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