+51.0%
ASML vs WFC
+1.9%
+49.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -12.2% | +3.6% | -15.8% | -12.9% |
| 3M | -14.6% | -1.3% | -13.3% | -14.2% |
| 6M | -1.7% | +18.0% | -19.7% | -9.2% |
| YTD | +44.3% | -5.9% | +50.2% | +48.7% |
| 1Y | +51.0% | +1.8% | +49.2% | +46.7% |
| All | +51.0% | +1.9% | +49.1% | +46.7% |
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