+1,534.9%
ASML vs WSM
+1,226.6%
+308.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +3.1% | -5.9% | -3.9% |
| 30D | -15.2% | +8.5% | -23.7% | -17.7% |
| 3M | -12.9% | +4.6% | -17.5% | -14.6% |
| 6M | -5.0% | +44.5% | -49.6% | -17.0% |
| YTD | +41.8% | +48.4% | -6.6% | +22.8% |
| 1Y | +46.0% | +36.2% | +9.9% | +30.0% |
| 3Y | +133.5% | +268.8% | -135.3% | +42.4% |
| 5Y | +93.0% | +185.2% | -92.3% | +22.5% |
| 10Y | +1,534.9% | +1,175.8% | +359.1% | +502.8% |
| All | +1,534.9% | +1,226.6% | +308.3% | +502.8% |
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