+85,040.9%
ASML vs WM
+4,031.1%
+81,009.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.2% |
| 7D | -10.0% | +5.9% | -15.9% | -12.1% |
| 30D | -19.4% | +15.4% | -34.8% | -24.3% |
| 3M | -12.5% | +6.3% | -18.8% | -15.2% |
| 6M | +8.2% | +5.6% | +2.6% | +3.8% |
| YTD | +40.7% | +9.9% | +30.8% | +31.9% |
| 1Y | +46.1% | +20.8% | +25.3% | +31.5% |
| 3Y | +138.5% | +48.5% | +90.0% | +92.8% |
| 5Y | +84.2% | +60.6% | +23.6% | +43.1% |
| 10Y | +1,505.1% | +349.8% | +1,155.3% | +704.8% |
| All | +85,040.9% | +4,031.1% | +81,009.8% | +26,002.8% |
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