+75.5%
ASML vs WFC
+87.9%
-12.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.2% |
| 7D | -9.0% | +1.2% | -10.3% | -9.5% |
| 30D | -21.0% | +5.2% | -26.2% | -22.7% |
| 3M | -16.3% | -3.0% | -13.3% | -15.5% |
| 6M | -7.5% | +6.2% | -13.7% | -11.0% |
| YTD | +34.0% | -7.9% | +41.9% | +37.3% |
| 1Y | +39.3% | +0.3% | +39.0% | +37.2% |
| 3Y | +128.9% | +117.7% | +11.1% | +43.1% |
| All | +75.5% | +87.9% | -12.5% | +18.9% |
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 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