+97,349.8%
ASML vs WM
+3,676.6%
+93,673.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | -2.4% | +4.6% | +3.1% |
| 3M | -2.3% | +0.4% | -2.7% | -3.6% |
| 6M | +23.0% | -9.5% | +32.5% | +25.8% |
| YTD | +61.1% | +0.5% | +60.6% | +57.5% |
| 1Y | +129.1% | -1.1% | +130.2% | +124.2% |
| 3Y | +165.4% | +46.0% | +119.3% | +116.3% |
| 5Y | +109.5% | +51.8% | +57.6% | +67.4% |
| 10Y | +1,645.7% | +307.5% | +1,338.2% | +816.2% |
| All | +97,349.8% | +3,676.6% | +93,673.1% | +31,063.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling