+1,534.9%
ASML vs GWW
+663.6%
+871.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -2.9% | +5.5% | -8.4% | -5.2% |
| 30D | -15.2% | +14.4% | -29.6% | -20.1% |
| 3M | -12.9% | +13.7% | -26.6% | -17.8% |
| 6M | -5.0% | +20.1% | -25.1% | -12.7% |
| YTD | +41.8% | +47.1% | -5.3% | +19.0% |
| 1Y | +46.0% | +56.2% | -10.2% | +19.2% |
| 3Y | +133.5% | +90.5% | +43.0% | +72.7% |
| 5Y | +93.0% | +221.2% | -128.2% | +13.7% |
| 10Y | +1,534.9% | +648.4% | +886.5% | +721.4% |
| All | +1,534.9% | +663.6% | +871.3% | +721.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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