+46.0%
ASML vs WWD
+25.7%
+20.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -15.2% | -0.4% | -14.8% | -14.9% |
| 3M | -12.9% | -6.1% | -6.8% | -10.4% |
| 6M | -5.0% | -9.5% | +4.5% | -1.6% |
| YTD | +41.8% | +10.8% | +31.0% | +42.2% |
| 1Y | +46.0% | +23.5% | +22.5% | +44.5% |
| All | +46.0% | +25.7% | +20.3% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling