+85,040.9%
ASML vs WFC
+3,050.4%
+81,990.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.4% |
| 7D | -10.0% | +4.5% | -14.5% | -11.6% |
| 30D | -19.4% | +7.4% | -26.8% | -21.7% |
| 3M | -12.5% | -0.5% | -12.0% | -12.7% |
| 6M | +8.2% | +11.7% | -3.5% | +2.7% |
| YTD | +40.7% | -4.6% | +45.4% | +41.7% |
| 1Y | +46.1% | +2.5% | +43.6% | +43.1% |
| 3Y | +138.5% | +123.9% | +14.6% | +68.3% |
| 5Y | +84.2% | +94.3% | -10.2% | +36.0% |
| 10Y | +1,505.1% | +156.0% | +1,349.1% | +891.1% |
| All | +85,040.9% | +3,050.4% | +81,990.6% | +12,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling