+75.5%
ASML vs WAB
+203.5%
-128.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.8% | +3.2% | +3.5% |
| 7D | -9.0% | +1.4% | -10.4% | -9.9% |
| 30D | -21.0% | +0.4% | -21.4% | -21.0% |
| 3M | -16.3% | -3.8% | -12.5% | -13.2% |
| 6M | -7.5% | +5.1% | -12.6% | -11.6% |
| YTD | +34.0% | +33.3% | +0.7% | +5.5% |
| 1Y | +39.3% | +39.8% | -0.5% | +5.2% |
| 3Y | +128.9% | +161.1% | -32.2% | -2.8% |
| All | +75.5% | +203.5% | -128.0% | -37.6% |
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