+1,644.6%
ASML vs WPM
+521.8%
+1,122.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +2.2% | +26.4% | -24.2% | -4.0% |
| 3M | -2.3% | +20.8% | -23.1% | -7.5% |
| 6M | +23.0% | +1.1% | +21.9% | +21.2% |
| YTD | +61.1% | +32.5% | +28.6% | +48.1% |
| 1Y | +129.1% | +51.5% | +77.6% | +103.3% |
| 3Y | +165.4% | +267.0% | -101.7% | +86.0% |
| 5Y | +109.5% | +250.1% | -140.7% | +45.1% |
| All | +1,644.6% | +521.8% | +1,122.8% | +1,002.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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