+117.9%
ASML vs BBWI
-25.6%
+143.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -8.1% |
| 7D | -19.0% | -3.1% | -16.0% | -18.5% |
| 30D | -25.9% | +23.1% | -49.1% | -29.1% |
| 3M | -19.1% | +7.3% | -26.4% | -20.7% |
| 6M | -5.7% | +22.6% | -28.3% | -11.2% |
| YTD | +27.6% | +13.3% | +14.3% | +20.8% |
| 1Y | +30.8% | -2.6% | +33.4% | +27.2% |
| All | +117.9% | -25.6% | +143.5% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling