+65,596.5%
ASML vs WAB
+4,092.2%
+61,504.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.9% |
| 7D | +1.1% | -3.2% | +4.3% | +2.5% |
| 30D | +2.2% | -4.4% | +6.6% | +4.2% |
| 3M | -2.3% | +7.9% | -10.2% | -5.5% |
| 6M | +23.0% | +8.7% | +14.3% | +19.0% |
| YTD | +61.1% | +33.0% | +28.1% | +43.4% |
| 1Y | +129.1% | +46.7% | +82.5% | +95.9% |
| 3Y | +165.4% | +153.0% | +12.4% | +82.2% |
| 5Y | +109.5% | +222.3% | -112.8% | +32.1% |
| 10Y | +1,645.7% | +291.0% | +1,354.7% | +843.9% |
| All | +65,596.5% | +4,092.2% | +61,504.2% | +15,114.4% |
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