+1,395.4%
ASML vs WU
-36.0%
+1,431.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.6% |
| 7D | -9.0% | +11.7% | -20.7% | -12.6% |
| 30D | -21.0% | +12.6% | -33.6% | -24.5% |
| 3M | -16.3% | -0.5% | -15.8% | -17.0% |
| 6M | -7.5% | -18.2% | +10.7% | -3.2% |
| YTD | +34.0% | -19.0% | +53.0% | +39.8% |
| 1Y | +39.3% | -16.7% | +56.0% | +43.4% |
| 3Y | +128.9% | -21.0% | +149.9% | +132.4% |
| 5Y | +76.1% | -41.7% | +117.8% | +100.4% |
| All | +1,395.4% | -36.0% | +1,431.4% | +1,405.7% |
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