+1,395.4%
ASML vs BBWI
-43.7%
+1,439.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.7% |
| 7D | -9.0% | -6.2% | -2.8% | -7.9% |
| 30D | -21.0% | +19.9% | -40.9% | -24.1% |
| 3M | -16.3% | +7.1% | -23.4% | -18.3% |
| 6M | -7.5% | +13.7% | -21.2% | -11.6% |
| YTD | +34.0% | +9.6% | +24.4% | +27.7% |
| 1Y | +39.3% | -1.6% | +40.9% | +34.6% |
| 3Y | +128.9% | -25.9% | +154.7% | +126.9% |
| 5Y | +76.1% | -67.8% | +143.9% | +97.1% |
| All | +1,395.4% | -43.7% | +1,439.1% | +1,159.9% |
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