+97,349.8%
ASML vs WSM
+13,670.1%
+83,679.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.1% |
| 30D | +2.2% | -8.4% | +10.6% | +5.0% |
| 3M | -2.3% | +9.7% | -12.0% | -5.4% |
| 6M | +23.0% | +16.7% | +6.3% | +17.0% |
| YTD | +61.1% | +28.7% | +32.4% | +48.3% |
| 1Y | +129.1% | +13.7% | +115.5% | +118.5% |
| 3Y | +165.4% | +230.1% | -64.7% | +74.4% |
| 5Y | +109.5% | +179.0% | -69.5% | +40.7% |
| 10Y | +1,645.7% | +1,002.5% | +643.2% | +596.4% |
| All | +97,349.8% | +13,670.1% | +83,679.6% | +15,771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling