+1,644.6%
ASML vs NWSA
+138.3%
+1,506.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.1% |
| 7D | +1.1% | -1.9% | +3.0% | +2.0% |
| 30D | +2.2% | +4.6% | -2.4% | -0.4% |
| 3M | -2.3% | +13.2% | -15.5% | -9.8% |
| 6M | +23.0% | +27.0% | -4.0% | +6.2% |
| YTD | +61.1% | +16.8% | +44.2% | +44.6% |
| 1Y | +129.1% | +4.5% | +124.6% | +117.3% |
| 3Y | +165.4% | +46.2% | +119.1% | +108.2% |
| 5Y | +109.5% | +40.9% | +68.5% | +64.4% |
| All | +1,644.6% | +138.3% | +1,506.3% | +927.3% |
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