+1,534.9%
ASML vs WWD
+460.9%
+1,074.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -2.8% |
| 30D | -15.2% | -0.4% | -14.8% | -14.9% |
| 3M | -12.9% | -6.1% | -6.8% | -10.3% |
| 6M | -5.0% | -9.5% | +4.5% | -1.1% |
| YTD | +41.8% | +10.8% | +31.0% | +34.4% |
| 1Y | +46.0% | +23.5% | +22.5% | +31.0% |
| 3Y | +133.5% | +151.3% | -17.8% | +49.3% |
| 5Y | +93.0% | +187.8% | -94.8% | +14.5% |
| 10Y | +1,534.9% | +461.1% | +1,073.8% | +656.3% |
| All | +1,534.9% | +460.9% | +1,074.0% | +656.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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