+1,553.7%
ASML vs BBWI
-45.1%
+1,598.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.9% | -4.2% | +1.4% | -2.0% |
| 30D | -15.2% | +24.9% | -40.0% | -19.3% |
| 3M | -12.9% | +13.2% | -26.1% | -16.0% |
| 6M | -5.0% | +12.1% | -17.1% | -9.0% |
| YTD | +41.8% | +11.1% | +30.7% | +34.7% |
| 1Y | +46.0% | +0.7% | +45.3% | +40.5% |
| 3Y | +133.5% | -23.8% | +157.2% | +130.1% |
| 5Y | +93.0% | -66.9% | +159.9% | +115.1% |
| All | +1,553.7% | -45.1% | +1,598.8% | +1,281.0% |
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