-22.7%
ASML vs WBD
-56.1%
+33.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | 0.0% |
| 7D | +9.2% | +23.2% | -14.1% | +2.9% |
| 30D | +9.0% | +14.4% | -5.4% | +4.7% |
| 3M | -5.4% | -8.7% | +3.3% | -3.9% |
| 6M | +1.7% | -8.3% | +10.0% | +2.3% |
| YTD | +18.7% | +24.2% | -5.4% | +7.5% |
| 1Y | +47.5% | -1.7% | +49.1% | +41.6% |
| All | -22.7% | -56.1% | +33.4% | -11.2% |
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