+6,672.2%
ASML vs WBD
+214.4%
+6,457.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.8% |
| 7D | -1.9% | +7.7% | -9.6% | -4.0% |
| 30D | 0.0% | +19.0% | -19.0% | -5.0% |
| 3M | +47.6% | +76.6% | -29.0% | +22.8% |
| 6M | +49.9% | +164.6% | -114.8% | +10.3% |
| YTD | +50.1% | +113.8% | -63.8% | +16.3% |
| 1Y | +55.0% | +176.6% | -121.7% | +10.6% |
| 3Y | +125.9% | +116.7% | +9.2% | +60.1% |
| 5Y | +181.4% | +10.1% | +171.3% | +106.7% |
| 10Y | +1,091.9% | -25.4% | +1,117.3% | +827.4% |
| All | +6,672.2% | +214.4% | +6,457.7% | +2,593.3% |
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