+23.0%
ASML vs NWSA
+28.2%
-5.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.1% |
| 7D | +1.1% | -1.9% | +3.0% | 0.0% |
| 30D | +2.2% | +4.6% | -2.4% | +5.2% |
| 3M | -2.3% | +13.2% | -15.5% | +9.0% |
| 6M | +23.0% | +27.0% | -4.0% | +36.6% |
| All | +23.0% | +28.2% | -5.2% | +36.6% |
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