+85,040.9%
ASML vs BBWI
+1,091.5%
+83,949.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -5.0% |
| 7D | -10.0% | +8.8% | -18.8% | -12.6% |
| 30D | -19.4% | +34.8% | -54.3% | -27.6% |
| 3M | -12.5% | +12.9% | -25.4% | -17.6% |
| 6M | +8.2% | +29.6% | -21.4% | -4.1% |
| YTD | +40.7% | +20.8% | +19.9% | +25.2% |
| 1Y | +46.1% | +4.1% | +42.1% | +34.6% |
| 3Y | +138.5% | -21.0% | +159.5% | +125.6% |
| 5Y | +84.2% | -64.8% | +149.0% | +119.8% |
| 10Y | +1,505.1% | -37.7% | +1,542.8% | +1,090.7% |
| All | +85,040.9% | +1,091.5% | +83,949.4% | +13,033.8% |
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