+1,504.8%
ASML vs WFC
+142.4%
+1,362.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.5% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | -14.9% | +2.9% | -17.8% | -15.8% |
| 3M | -13.0% | -1.4% | -11.5% | -12.7% |
| 6M | -4.7% | +14.3% | -19.0% | -10.4% |
| YTD | +42.3% | -6.2% | +48.5% | +44.4% |
| 1Y | +49.7% | +1.6% | +48.1% | +47.2% |
| 3Y | +144.3% | +126.9% | +17.4% | +67.9% |
| 5Y | +86.4% | +94.0% | -7.6% | +34.9% |
| 10Y | +1,504.8% | +134.0% | +1,370.8% | +1,073.8% |
| All | +1,504.8% | +142.4% | +1,362.4% | +1,073.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling