+1,395.4%
ASML vs W
+238.4%
+1,157.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.3% |
| 7D | -9.0% | -3.6% | -5.4% | -8.4% |
| 30D | -21.0% | +7.0% | -27.9% | -22.3% |
| 3M | -16.3% | +7.4% | -23.7% | -18.1% |
| 6M | -7.5% | +69.3% | -76.8% | -19.7% |
| YTD | +34.0% | +11.3% | +22.7% | +26.1% |
| 1Y | +39.3% | +13.2% | +26.1% | +29.8% |
| 3Y | +128.9% | +142.0% | -13.2% | +65.9% |
| 5Y | +76.1% | -54.6% | +130.7% | +55.6% |
| All | +1,395.4% | +238.4% | +1,157.0% | +827.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling