+117.9%
ASML vs W
+126.8%
-8.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -8.2% | -1.1% | -7.5% |
| 7D | -19.0% | -5.6% | -13.4% | -18.0% |
| 30D | -25.9% | +7.5% | -33.5% | -27.3% |
| 3M | -19.1% | +5.4% | -24.5% | -20.5% |
| 6M | -5.7% | +79.4% | -85.1% | -20.3% |
| YTD | +27.6% | +12.9% | +14.7% | +19.0% |
| 1Y | +30.8% | +12.4% | +18.4% | +21.2% |
| All | +117.9% | +126.8% | -8.8% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling