+97,349.8%
ASML vs WFC
+3,141.9%
+94,207.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | +3.8% | -2.7% | -0.3% |
| 30D | +2.2% | +1.5% | +0.7% | +1.5% |
| 3M | -2.3% | +10.9% | -13.2% | -6.6% |
| 6M | +23.0% | +8.4% | +14.5% | +18.4% |
| YTD | +61.1% | -1.9% | +62.9% | +60.9% |
| 1Y | +129.1% | +12.3% | +116.8% | +116.6% |
| 3Y | +165.4% | +132.3% | +33.0% | +85.0% |
| 5Y | +109.5% | +130.1% | -20.6% | +45.4% |
| 10Y | +1,645.7% | +134.4% | +1,511.3% | +1,017.4% |
| All | +97,349.8% | +3,141.9% | +94,207.9% | +13,676.3% |
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