+128.8%
ASML vs WBD
+15.4%
+113.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.1% | +13.7% | +15.4% | +25.7% |
| 7D | +29.1% | +13.7% | +15.4% | +25.7% |
| 30D | +29.1% | +13.7% | +15.4% | +25.7% |
| 3M | +29.1% | +13.7% | +15.4% | +25.7% |
| 6M | +41.7% | +13.3% | +28.4% | +38.1% |
| YTD | +74.7% | +7.4% | +67.3% | +72.3% |
| 1Y | +81.4% | +63.0% | +18.4% | +62.3% |
| 3Y | +227.8% | +206.7% | +21.0% | +136.4% |
| All | +128.8% | +15.4% | +113.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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