+11,227.9%
ASML vs WBD
+293.1%
+10,934.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -1.8% | +2.9% | +1.6% |
| 30D | +2.2% | +8.8% | -6.6% | -0.2% |
| 3M | -2.3% | +4.6% | -6.9% | -3.6% |
| 6M | +23.0% | +1.1% | +21.9% | +22.6% |
| YTD | +61.1% | -2.0% | +63.0% | +61.9% |
| 1Y | +129.1% | +140.0% | -10.9% | +74.8% |
| 3Y | +165.4% | +144.4% | +21.0% | +87.2% |
| 5Y | +109.5% | -0.2% | +109.7% | +80.9% |
| 10Y | +1,645.7% | +9.1% | +1,636.6% | +1,105.4% |
| All | +11,227.9% | +293.1% | +10,934.8% | +4,115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling