+129.1%
ASML vs WFC
+13.8%
+115.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | +1.1% | +3.8% | -2.7% | +0.1% |
| 30D | +2.2% | +1.5% | +0.7% | +1.8% |
| 3M | -2.3% | +10.9% | -13.2% | -5.6% |
| 6M | +23.0% | +8.4% | +14.5% | +19.3% |
| YTD | +61.1% | -1.9% | +62.9% | +61.3% |
| 1Y | +129.1% | +12.3% | +116.8% | +122.8% |
| All | +129.1% | +13.8% | +115.3% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 1y: compounded portfolio wealth divided by compounded WFC 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…
1y analysis · Full analysis span regression · 6 months rolling