+1,600.6%
ASML vs BBWI
-46.6%
+1,647.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.7% |
| 7D | +2.5% | -7.7% | +10.3% | +4.3% |
| 30D | -12.2% | +24.8% | -37.0% | -16.4% |
| 3M | -14.6% | +16.2% | -30.8% | -18.0% |
| 6M | -1.7% | +15.8% | -17.6% | -6.5% |
| YTD | +44.3% | +11.4% | +32.9% | +37.0% |
| 1Y | +51.0% | +3.2% | +47.8% | +44.5% |
| 3Y | +137.6% | -23.5% | +161.1% | +134.0% |
| 5Y | +92.7% | -67.4% | +160.1% | +115.2% |
| All | +1,600.6% | -46.6% | +1,647.2% | +1,326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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