-7.5%
ASML vs NWSA
+3.0%
-10.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +4.9% |
| 7D | -9.0% | -9.4% | +0.4% | -9.6% |
| 30D | -21.0% | -7.8% | -13.2% | -20.2% |
| 3M | -16.3% | -10.8% | -5.5% | -17.4% |
| 6M | -7.5% | +1.0% | -8.6% | +5.6% |
| All | -7.5% | +3.0% | -10.5% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling