+1,323.9%
ASML vs WM
+348.7%
+975.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.7% |
| 7D | -19.0% | +4.5% | -23.5% | -20.2% |
| 30D | -25.9% | +16.1% | -42.0% | -29.8% |
| 3M | -19.1% | +8.0% | -27.1% | -21.5% |
| 6M | -5.7% | +8.4% | -14.2% | -9.9% |
| YTD | +27.6% | +11.2% | +16.4% | +19.7% |
| 1Y | +30.8% | +22.3% | +8.5% | +17.2% |
| 3Y | +116.2% | +50.2% | +66.0% | +68.3% |
| 5Y | +67.7% | +63.3% | +4.4% | +23.1% |
| All | +1,323.9% | +348.7% | +975.2% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling