+97,349.8%
ASML vs BBWI
+887.5%
+96,462.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.3% | +3.2% |
| 7D | +1.1% | +1.5% | -0.4% | +0.6% |
| 30D | +2.2% | -5.2% | +7.4% | +3.2% |
| 3M | -2.3% | +11.1% | -13.4% | -7.3% |
| 6M | +23.0% | -13.4% | +36.3% | +25.1% |
| YTD | +61.1% | +0.1% | +61.0% | +54.5% |
| 1Y | +129.1% | -36.1% | +165.2% | +150.5% |
| 3Y | +165.4% | -44.1% | +209.5% | +185.0% |
| 5Y | +109.5% | -66.2% | +175.7% | +155.6% |
| 10Y | +1,645.7% | -54.8% | +1,700.5% | +1,380.9% |
| All | +97,349.8% | +887.5% | +96,462.3% | +16,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling