+46.6%
ASML vs NWSA
-0.3%
+46.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.3% |
| 7D | -0.8% | -10.5% | +9.7% | -2.3% |
| 30D | -14.9% | -8.8% | -6.1% | -15.4% |
| 3M | -13.0% | -6.5% | -6.4% | -12.5% |
| 6M | -4.7% | -1.3% | -3.4% | -0.5% |
| YTD | +42.3% | +2.5% | +39.8% | +51.5% |
| All | +46.6% | -0.3% | +46.9% | +55.3% |
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 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