+67.7%
ASML vs WU
-40.6%
+108.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.5% | -15.9% | -10.8% |
| 7D | -19.0% | +13.0% | -32.1% | -21.5% |
| 30D | -25.9% | +14.3% | -40.3% | -28.5% |
| 3M | -19.1% | +0.1% | -19.2% | -19.4% |
| 6M | -5.7% | -17.7% | +12.0% | -1.9% |
| YTD | +27.6% | -17.3% | +44.9% | +32.0% |
| 1Y | +30.8% | -11.1% | +41.8% | +31.5% |
| 3Y | +116.2% | -19.8% | +136.1% | +117.2% |
| 5Y | +67.7% | -40.5% | +108.2% | +94.3% |
| All | +67.7% | -40.6% | +108.2% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling