+48.4%
ASML vs NWSA
+0.2%
+48.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.3% |
| 7D | -2.9% | -9.7% | +6.8% | -3.9% |
| 30D | -15.2% | -8.6% | -6.6% | -15.6% |
| 3M | -12.9% | -6.3% | -6.6% | -12.4% |
| 6M | -5.0% | -1.2% | -3.9% | -0.8% |
| YTD | +41.8% | +2.6% | +39.2% | +51.1% |
| All | +48.4% | +0.2% | +48.2% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling