+133.5%
ASML vs NWSA
+30.9%
+102.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -9.7% | +6.8% | +0.1% |
| 30D | -15.2% | -8.6% | -6.6% | -13.1% |
| 3M | -12.9% | -6.3% | -6.6% | -11.8% |
| 6M | -5.0% | -1.2% | -3.9% | -6.3% |
| YTD | +41.8% | +2.6% | +39.2% | +36.9% |
| 1Y | +46.0% | 0.0% | +46.0% | +43.1% |
| 3Y | +133.5% | +30.1% | +103.4% | +94.8% |
| All | +133.5% | +30.9% | +102.6% | +94.8% |
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