+46.6%
ASML vs GWW
+53.3%
-6.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.6% | +6.0% |
| 7D | -0.8% | +5.3% | -6.1% | -2.0% |
| 30D | -14.9% | +12.4% | -27.3% | -17.6% |
| 3M | -13.0% | +13.7% | -26.7% | -16.2% |
| 6M | -4.7% | +18.0% | -22.7% | -10.0% |
| YTD | +42.3% | +44.6% | -2.3% | +28.5% |
| All | +46.6% | +53.3% | -6.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling