+82.7%
ASML vs WFC
+90.3%
-7.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +4.9% | +2.5% | +2.4% | +3.9% |
| 30D | -9.3% | +7.0% | -16.3% | -11.9% |
| 3M | -19.0% | -1.8% | -17.2% | -18.6% |
| 6M | -5.2% | +18.4% | -23.6% | -13.0% |
| YTD | +40.6% | -5.6% | +46.2% | +42.7% |
| 1Y | +47.5% | +3.9% | +43.6% | +43.1% |
| 3Y | +133.9% | +126.3% | +7.5% | +43.3% |
| All | +82.7% | +90.3% | -7.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling