+1,395.4%
ASML vs WFC
+142.4%
+1,253.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +0.6% | -9.7% | -9.3% |
| 30D | -21.0% | +4.6% | -25.5% | -22.4% |
| 3M | -16.3% | -3.6% | -12.7% | -15.4% |
| 6M | -7.5% | +5.6% | -13.1% | -10.3% |
| YTD | +34.0% | -8.5% | +42.4% | +37.2% |
| 1Y | +39.3% | -0.3% | +39.6% | +37.9% |
| 3Y | +128.9% | +116.4% | +12.4% | +60.5% |
| 5Y | +76.1% | +87.2% | -11.2% | +29.4% |
| All | +1,395.4% | +142.4% | +1,253.0% | +1,023.9% |
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