+1,559.3%
ASML vs BWA
+94.6%
+1,464.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | +10.4% | +7.3% | +3.1% | +6.5% |
| 30D | -12.7% | -15.8% | +3.1% | -4.5% |
| 3M | -17.2% | -25.7% | +8.6% | -3.8% |
| 6M | -1.3% | -19.6% | +18.3% | +10.4% |
| YTD | +40.8% | +14.1% | +26.7% | +30.0% |
| 1Y | +45.2% | +12.2% | +33.1% | +34.9% |
| 3Y | +131.8% | +63.8% | +68.0% | +73.3% |
| 5Y | +84.0% | +28.7% | +55.3% | +49.9% |
| All | +1,559.3% | +94.6% | +1,464.7% | +995.6% |
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