+1,630.3%
ASML vs W
+243.2%
+1,387.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +11.0% | -14.6% | -5.7% |
| 7D | -10.0% | +8.4% | -18.4% | -11.6% |
| 30D | -19.4% | +16.5% | -36.0% | -22.0% |
| 3M | -12.5% | +6.4% | -18.9% | -14.2% |
| 6M | +8.2% | +90.5% | -82.3% | -7.0% |
| YTD | +40.7% | +23.1% | +17.7% | +30.6% |
| 1Y | +46.1% | +24.3% | +21.9% | +34.7% |
| 3Y | +138.5% | +149.0% | -10.5% | +77.9% |
| 5Y | +84.2% | -51.7% | +135.8% | +61.0% |
| 10Y | +1,505.1% | +280.1% | +1,225.1% | +851.1% |
| All | +1,630.3% | +243.2% | +1,387.1% | +949.4% |
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