+129.1%
ASML vs W
+25.7%
+103.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +3.7% |
| 7D | +1.1% | -4.2% | +5.3% | +1.8% |
| 30D | +2.2% | -7.6% | +9.8% | +3.5% |
| 3M | -2.3% | +37.2% | -39.5% | -10.3% |
| 6M | +23.0% | +26.3% | -3.4% | +13.2% |
| YTD | +61.1% | -1.0% | +62.0% | +53.4% |
| 1Y | +129.1% | +20.1% | +109.0% | +112.0% |
| All | +129.1% | +25.7% | +103.5% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling