+32.6%
ASML vs WWD
+17.1%
+15.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.0% | -3.4% | -6.4% |
| 7D | -19.0% | -2.6% | -16.5% | -17.8% |
| 30D | -25.9% | -7.7% | -18.2% | -22.8% |
| 3M | -19.1% | -17.7% | -1.3% | -11.3% |
| 6M | -5.7% | -15.9% | +10.2% | +1.5% |
| YTD | +27.6% | +1.8% | +25.8% | +33.4% |
| All | +32.6% | +17.1% | +15.5% | +36.1% |
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