+1,504.8%
ASML vs NWSA
+159.6%
+1,345.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +5.9% |
| 7D | -0.8% | -10.5% | +9.7% | +4.6% |
| 30D | -14.9% | -8.8% | -6.1% | -11.3% |
| 3M | -13.0% | -6.5% | -6.4% | -11.0% |
| 6M | -4.7% | -1.3% | -3.4% | -6.9% |
| YTD | +42.3% | +2.5% | +39.8% | +35.0% |
| 1Y | +49.7% | +0.2% | +49.5% | +43.5% |
| 3Y | +144.3% | +27.6% | +116.7% | +102.9% |
| 5Y | +86.4% | +17.0% | +69.4% | +58.6% |
| 10Y | +1,504.8% | +148.3% | +1,356.5% | +877.2% |
| All | +1,504.8% | +159.6% | +1,345.2% | +877.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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