+86.4%
ASML vs WAB
+216.2%
-129.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +1.9% |
| 7D | -0.8% | +4.0% | -4.8% | -3.7% |
| 30D | -14.9% | +4.5% | -19.4% | -17.6% |
| 3M | -13.0% | +2.3% | -15.3% | -14.2% |
| 6M | -4.7% | +12.5% | -17.2% | -13.8% |
| YTD | +42.3% | +40.2% | +2.1% | +7.5% |
| 1Y | +49.7% | +45.2% | +4.5% | +9.7% |
| 3Y | +144.3% | +171.8% | -27.5% | +0.5% |
| 5Y | +86.4% | +217.6% | -131.2% | -36.5% |
| All | +86.4% | +216.2% | -129.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling