+51,941.4%
ASML vs WAB
+4,027.3%
+47,914.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.7% | -7.0% |
| 7D | -19.0% | -2.5% | -16.6% | -18.1% |
| 30D | -25.9% | -4.4% | -21.6% | -24.4% |
| 3M | -19.1% | -5.9% | -13.1% | -16.7% |
| 6M | -5.7% | +5.9% | -11.7% | -7.8% |
| YTD | +27.6% | +30.9% | -3.3% | +14.6% |
| 1Y | +30.8% | +35.8% | -5.0% | +15.7% |
| 3Y | +116.2% | +154.0% | -37.8% | +48.8% |
| 5Y | +67.7% | +203.9% | -136.2% | +8.6% |
| 10Y | +1,355.3% | +286.7% | +1,068.6% | +693.5% |
| All | +51,941.4% | +4,027.3% | +47,914.1% | +12,062.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling