+1,644.6%
ASML vs WFC
+134.3%
+1,510.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | +3.8% | -2.7% | -0.4% |
| 30D | +2.2% | +1.5% | +0.7% | +1.5% |
| 3M | -2.3% | +10.9% | -13.2% | -6.7% |
| 6M | +23.0% | +8.4% | +14.5% | +18.3% |
| YTD | +61.1% | -1.9% | +62.9% | +60.9% |
| 1Y | +129.1% | +12.3% | +116.8% | +116.3% |
| 3Y | +165.4% | +132.3% | +33.0% | +81.3% |
| 5Y | +109.5% | +130.1% | -20.6% | +42.8% |
| All | +1,644.6% | +134.3% | +1,510.2% | +1,154.8% |
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