+164.9%
ASML vs WM
+46.1%
+118.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +3.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.0% |
| 30D | +2.2% | -2.4% | +4.6% | +1.6% |
| 3M | -2.3% | +0.4% | -2.7% | -2.2% |
| 6M | +23.0% | -9.5% | +32.5% | +22.7% |
| YTD | +61.1% | +0.5% | +60.6% | +60.6% |
| 1Y | +129.1% | -1.1% | +130.2% | +129.4% |
| All | +164.9% | +46.1% | +118.8% | +185.0% |
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