+1,880.4%
ASML vs W
+176.2%
+1,704.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +3.7% |
| 7D | +1.1% | -4.2% | +5.3% | +1.9% |
| 30D | +2.2% | -7.6% | +9.8% | +3.6% |
| 3M | -2.3% | +37.2% | -39.5% | -9.8% |
| 6M | +23.0% | +26.3% | -3.4% | +14.8% |
| YTD | +61.1% | -1.0% | +62.0% | +56.8% |
| 1Y | +129.1% | +20.1% | +109.0% | +111.9% |
| 3Y | +165.4% | +37.8% | +127.6% | +121.5% |
| 5Y | +109.5% | -63.7% | +173.1% | +93.8% |
| 10Y | +1,645.7% | +156.3% | +1,489.4% | +997.0% |
| All | +1,880.4% | +176.2% | +1,704.2% | +1,159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling