+1,534.9%
ASML vs NWSA
+149.3%
+1,385.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -9.7% | +6.8% | +2.0% |
| 30D | -15.2% | -8.6% | -6.6% | -11.7% |
| 3M | -12.9% | -6.3% | -6.6% | -11.1% |
| 6M | -5.0% | -1.2% | -3.9% | -7.3% |
| YTD | +41.8% | +2.6% | +39.2% | +34.4% |
| 1Y | +46.0% | 0.0% | +46.0% | +40.1% |
| 3Y | +133.5% | +30.1% | +103.4% | +92.0% |
| 5Y | +93.0% | +18.3% | +74.7% | +63.3% |
| 10Y | +1,534.9% | +149.3% | +1,385.6% | +897.8% |
| All | +1,534.9% | +149.3% | +1,385.6% | +897.8% |
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