+1,582.8%
ASML vs GWW
+653.9%
+928.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.4% |
| 7D | +2.5% | 0.0% | +2.6% | +2.6% |
| 30D | -12.2% | +14.0% | -26.2% | -17.1% |
| 3M | -14.6% | +14.4% | -29.0% | -19.6% |
| 6M | -1.7% | +21.7% | -23.4% | -10.2% |
| YTD | +44.3% | +48.4% | -4.1% | +20.6% |
| 1Y | +51.0% | +58.4% | -7.4% | +22.5% |
| 3Y | +137.6% | +92.3% | +45.3% | +75.1% |
| 5Y | +92.7% | +221.8% | -129.1% | +13.4% |
| 10Y | +1,582.8% | +657.6% | +925.2% | +744.0% |
| All | +1,582.8% | +653.9% | +928.9% | +744.0% |
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