+77,094.7%
ASML vs WFC
+2,955.6%
+74,139.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.0% | -6.3% | -8.2% |
| 7D | -19.0% | 0.0% | -19.0% | -19.0% |
| 30D | -25.9% | +4.0% | -30.0% | -27.1% |
| 3M | -19.1% | -4.4% | -14.7% | -17.9% |
| 6M | -5.7% | +7.4% | -13.1% | -9.1% |
| YTD | +27.6% | -7.5% | +35.1% | +30.1% |
| 1Y | +30.8% | -0.3% | +31.1% | +29.5% |
| 3Y | +116.2% | +117.2% | -1.0% | +54.5% |
| 5Y | +67.7% | +89.2% | -21.5% | +25.2% |
| 10Y | +1,355.3% | +148.3% | +1,207.0% | +810.0% |
| All | +77,094.7% | +2,955.6% | +74,139.1% | +11,035.8% |
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 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