+1,557.1%
ASML vs BWA
+94.2%
+1,462.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +4.9% | +4.3% | +0.7% | +2.8% |
| 30D | -9.3% | -13.0% | +3.7% | -2.3% |
| 3M | -19.0% | -24.8% | +5.8% | -6.4% |
| 6M | -5.2% | -23.5% | +18.3% | +8.7% |
| YTD | +40.6% | +13.8% | +26.8% | +30.0% |
| 1Y | +47.5% | +13.4% | +34.1% | +36.2% |
| 3Y | +133.9% | +62.8% | +71.1% | +75.4% |
| 5Y | +83.8% | +28.5% | +55.3% | +49.9% |
| All | +1,557.1% | +94.2% | +1,462.9% | +995.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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