+80,969.6%
ASML vs WSM
+15,329.7%
+65,639.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +5.6% |
| 7D | -9.0% | +0.5% | -9.5% | -9.3% |
| 30D | -21.0% | +6.0% | -26.9% | -22.6% |
| 3M | -16.3% | +3.2% | -19.5% | -17.5% |
| 6M | -7.5% | +37.1% | -44.6% | -16.9% |
| YTD | +34.0% | +44.2% | -10.2% | +18.6% |
| 1Y | +39.3% | +34.2% | +5.1% | +25.8% |
| 3Y | +128.9% | +249.3% | -120.4% | +47.7% |
| 5Y | +76.1% | +169.3% | -93.2% | +19.1% |
| 10Y | +1,428.4% | +1,241.2% | +187.2% | +472.2% |
| All | +80,969.6% | +15,329.7% | +65,639.9% | +12,592.2% |
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