+46.1%
ASML vs WAB
+46.5%
-0.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.5% |
| 7D | -10.0% | +4.5% | -14.5% | -13.2% |
| 30D | -19.4% | +1.1% | -20.5% | -20.1% |
| 3M | -12.5% | -1.3% | -11.2% | -11.6% |
| 6M | +8.2% | +12.7% | -4.5% | -2.2% |
| YTD | +40.7% | +38.7% | +2.0% | +8.9% |
| 1Y | +46.1% | +44.9% | +1.2% | +9.8% |
| All | +46.1% | +46.5% | -0.4% | +9.8% |
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