+46.6%
ASML vs WSM
+34.5%
+12.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -14.9% | +8.6% | -23.4% | -17.9% |
| 3M | -13.0% | +4.2% | -17.2% | -14.6% |
| 6M | -4.7% | +44.6% | -49.3% | -22.5% |
| YTD | +42.3% | +48.5% | -6.2% | +13.1% |
| All | +46.6% | +34.5% | +12.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling