+140.3%
ASML vs SW
+42.5%
+97.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -4.7% |
| 7D | -10.0% | +12.1% | -22.1% | -13.0% |
| 30D | -19.4% | +6.6% | -26.0% | -21.1% |
| 3M | -12.5% | -6.0% | -6.5% | -11.3% |
| 6M | +8.2% | +21.5% | -13.2% | +0.7% |
| YTD | +40.7% | +20.3% | +20.4% | +30.4% |
| 1Y | +46.1% | +28.1% | +18.0% | +32.9% |
| All | +140.3% | +42.5% | +97.8% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling