+1,582.8%
ASML vs WSM
+1,181.2%
+401.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.5% | -3.0% | +5.5% | +3.7% |
| 30D | -12.2% | +10.1% | -22.3% | -15.3% |
| 3M | -14.6% | +4.9% | -19.5% | -16.4% |
| 6M | -1.7% | +49.8% | -51.5% | -15.2% |
| YTD | +44.3% | +48.7% | -4.4% | +24.9% |
| 1Y | +51.0% | +38.7% | +12.3% | +33.5% |
| 3Y | +137.6% | +269.5% | -131.9% | +44.8% |
| 5Y | +92.7% | +179.0% | -86.3% | +23.1% |
| 10Y | +1,582.8% | +1,162.3% | +420.5% | +522.1% |
| All | +1,582.8% | +1,181.2% | +401.6% | +522.1% |
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