+1,644.6%
ASML vs WU
-40.1%
+1,684.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | -2.3% | -3.9% | +1.6% | -2.7% |
| 6M | +23.0% | -20.7% | +43.6% | +31.0% |
| YTD | +61.1% | -18.4% | +79.4% | +69.1% |
| 1Y | +129.1% | -8.1% | +137.2% | +127.3% |
| 3Y | +165.4% | -24.2% | +189.5% | +175.7% |
| 5Y | +109.5% | -50.4% | +159.9% | +157.9% |
| All | +1,644.6% | -40.1% | +1,684.7% | +1,734.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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