+128.9%
ASML vs NWSA
+23.7%
+105.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.1% |
| 7D | -9.0% | -9.4% | +0.4% | -6.4% |
| 30D | -21.0% | -7.8% | -13.2% | -19.2% |
| 3M | -16.3% | -10.8% | -5.5% | -14.0% |
| 6M | -7.5% | +1.1% | -8.6% | -10.0% |
| YTD | +34.0% | +1.8% | +32.2% | +29.7% |
| 1Y | +39.3% | +6.0% | +33.3% | +30.7% |
| 3Y | +128.9% | +24.6% | +104.3% | +100.8% |
| All | +128.9% | +23.7% | +105.2% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling