+75.5%
ASML vs BWA
+26.5%
+49.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +3.5% |
| 7D | -9.0% | -5.5% | -3.6% | -5.9% |
| 30D | -21.0% | -21.7% | +0.8% | -9.2% |
| 3M | -16.3% | -25.6% | +9.3% | -1.5% |
| 6M | -7.5% | -17.4% | +9.9% | +3.0% |
| YTD | +34.0% | +9.2% | +24.8% | +25.3% |
| 1Y | +39.3% | +9.7% | +29.5% | +29.4% |
| 3Y | +128.9% | +54.6% | +74.2% | +67.5% |
| All | +75.5% | +26.5% | +49.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling