+47.7%
ASML vs NWSA
-0.4%
+48.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.8% |
| 7D | +10.4% | -0.8% | +11.1% | +10.2% |
| 30D | -12.7% | -11.3% | -1.4% | -14.1% |
| 3M | -17.2% | -8.1% | -9.1% | -17.1% |
| 6M | -1.3% | -0.7% | -0.6% | +2.9% |
| YTD | +40.8% | +1.3% | +39.5% | +49.9% |
| All | +47.7% | -0.4% | +48.1% | +57.1% |
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