+2,321.2%
ASML vs NWSA
+127.4%
+2,193.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +5.0% |
| 7D | +1.1% | -1.9% | +3.0% | +1.9% |
| 30D | +2.2% | +4.6% | -2.4% | -0.2% |
| 3M | -2.3% | +13.2% | -15.5% | -9.4% |
| 6M | +23.0% | +27.0% | -4.0% | +7.3% |
| YTD | +61.1% | +16.8% | +44.2% | +45.6% |
| 1Y | +129.1% | +4.5% | +124.6% | +117.9% |
| 3Y | +165.4% | +46.2% | +119.1% | +112.4% |
| 5Y | +109.5% | +40.9% | +68.5% | +68.2% |
| 10Y | +1,645.7% | +145.1% | +1,500.6% | +946.2% |
| All | +2,321.2% | +127.4% | +2,193.8% | +1,369.4% |
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