+75.5%
ASML vs WSM
+168.7%
-93.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.7% |
| 7D | -9.0% | +0.5% | -9.5% | -9.4% |
| 30D | -21.0% | +6.0% | -26.9% | -23.0% |
| 3M | -16.3% | +3.2% | -19.5% | -17.8% |
| 6M | -7.5% | +37.1% | -44.6% | -19.2% |
| YTD | +34.0% | +44.2% | -10.2% | +14.8% |
| 1Y | +39.3% | +34.2% | +5.1% | +22.3% |
| 3Y | +128.9% | +249.3% | -120.4% | +29.1% |
| All | +75.5% | +168.7% | -93.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling