+117.9%
ASML vs WFC
+116.3%
+1.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -8.5% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +4.0% | -30.0% | -26.8% |
| 3M | -19.1% | -4.4% | -14.7% | -18.1% |
| 6M | -5.7% | +7.4% | -13.1% | -8.4% |
| YTD | +27.6% | -7.5% | +35.1% | +29.7% |
| 1Y | +30.8% | -0.3% | +31.1% | +29.9% |
| All | +117.9% | +116.3% | +1.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling