+164.9%
ASML vs WWD
+166.3%
-1.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | +2.2% | -7.2% | +9.4% | +5.8% |
| 3M | -2.3% | -3.8% | +1.5% | -1.4% |
| 6M | +23.0% | -9.9% | +32.9% | +28.4% |
| YTD | +61.1% | +14.8% | +46.2% | +49.3% |
| 1Y | +129.1% | +42.1% | +87.0% | +89.2% |
| All | +164.9% | +166.3% | -1.3% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling