+1,504.8%
ASML vs WSM
+1,313.8%
+191.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.2% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | -14.9% | +8.6% | -23.4% | -17.5% |
| 3M | -13.0% | +4.2% | -17.2% | -14.6% |
| 6M | -4.7% | +44.6% | -49.3% | -16.7% |
| YTD | +42.3% | +48.5% | -6.2% | +23.3% |
| 1Y | +49.7% | +34.7% | +15.0% | +33.7% |
| 3Y | +144.3% | +271.0% | -126.8% | +48.9% |
| 5Y | +86.4% | +180.9% | -94.6% | +19.0% |
| 10Y | +1,504.8% | +1,235.4% | +269.5% | +502.9% |
| All | +1,504.8% | +1,313.8% | +191.0% | +502.9% |
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