+129.1%
ASML vs WAB
+48.2%
+81.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.6% |
| 7D | +1.1% | -3.2% | +4.3% | +3.6% |
| 30D | +2.2% | -4.4% | +6.6% | +5.7% |
| 3M | -2.3% | +7.9% | -10.2% | -8.4% |
| 6M | +23.0% | +8.7% | +14.3% | +13.3% |
| YTD | +61.1% | +33.0% | +28.1% | +30.0% |
| 1Y | +129.1% | +46.7% | +82.5% | +74.8% |
| All | +129.1% | +48.2% | +81.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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