+1,817.9%
ASML vs NWSA
+98.8%
+1,719.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.4% | +4.0% | -3.2% |
| 7D | -19.0% | -10.1% | -9.0% | -15.1% |
| 30D | -25.9% | -7.3% | -18.7% | -23.6% |
| 3M | -19.1% | -8.6% | -10.5% | -16.5% |
| 6M | -5.7% | +4.4% | -10.2% | -10.3% |
| YTD | +27.6% | +2.1% | +25.4% | +21.8% |
| 1Y | +30.8% | +4.1% | +26.7% | +23.2% |
| 3Y | +116.2% | +23.5% | +92.8% | +86.1% |
| 5Y | +67.7% | +13.5% | +54.1% | +47.5% |
| 10Y | +1,355.3% | +149.4% | +1,206.0% | +775.9% |
| All | +1,817.9% | +98.8% | +1,719.1% | +1,129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling