+1,670.8%
ASML vs WSM
+1,020.0%
+650.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | +2.2% | -8.4% | +10.6% | +5.2% |
| 3M | -2.3% | +9.7% | -12.0% | -5.7% |
| 6M | +23.0% | +16.7% | +6.3% | +16.3% |
| YTD | +61.1% | +28.7% | +32.4% | +47.1% |
| 1Y | +129.1% | +13.7% | +115.5% | +117.3% |
| 3Y | +165.4% | +230.1% | -64.7% | +68.4% |
| 5Y | +109.5% | +179.0% | -69.5% | +35.2% |
| All | +1,670.8% | +1,020.0% | +650.9% | +603.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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