+1,644.6%
ASML vs GWW
+566.7%
+1,077.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | +1.4% | -0.3% | +0.5% |
| 30D | +2.2% | +3.3% | -1.1% | +0.7% |
| 3M | -2.3% | +2.9% | -5.2% | -3.8% |
| 6M | +23.0% | +15.8% | +7.2% | +15.2% |
| YTD | +61.1% | +32.0% | +29.0% | +42.1% |
| 1Y | +129.1% | +29.9% | +99.2% | +102.9% |
| 3Y | +165.4% | +91.1% | +74.3% | +97.2% |
| 5Y | +109.5% | +223.9% | -114.5% | +24.6% |
| All | +1,644.6% | +566.7% | +1,077.9% | +809.3% |
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