+140.3%
ASML vs WM
+48.5%
+91.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.1% |
| 7D | -10.0% | +5.9% | -15.9% | -8.3% |
| 30D | -19.4% | +15.4% | -34.8% | -15.8% |
| 3M | -12.5% | +6.3% | -18.8% | -10.4% |
| 6M | +8.2% | +5.6% | +2.6% | +11.4% |
| YTD | +40.7% | +9.9% | +30.8% | +44.4% |
| 1Y | +46.1% | +20.8% | +25.3% | +49.2% |
| All | +140.3% | +48.5% | +91.8% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling