+67.1%
ASML vs NWSA
+13.2%
+53.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.4% | +4.0% | -2.4% |
| 7D | -19.0% | -10.1% | -9.0% | -14.6% |
| 30D | -25.9% | -7.3% | -18.7% | -23.4% |
| 3M | -19.1% | -8.6% | -10.5% | -16.3% |
| 6M | -5.7% | +4.4% | -10.2% | -11.7% |
| YTD | +27.6% | +2.1% | +25.4% | +20.1% |
| 1Y | +30.8% | +4.1% | +26.7% | +20.8% |
| 3Y | +116.2% | +23.5% | +92.8% | +73.1% |
| All | +67.1% | +13.2% | +53.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling