+92.7%
ASML vs WY
-31.7%
+124.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -5.1% | +7.6% | +4.9% |
| 30D | -12.2% | +9.0% | -21.2% | -16.6% |
| 3M | -14.6% | -16.7% | +2.1% | -7.4% |
| 6M | -1.7% | -10.3% | +8.5% | +1.0% |
| YTD | +44.3% | -10.5% | +54.8% | +47.6% |
| 1Y | +51.0% | -5.9% | +56.9% | +49.3% |
| 3Y | +137.6% | -24.7% | +162.3% | +154.9% |
| 5Y | +92.7% | -31.5% | +124.3% | +133.1% |
| All | +92.7% | -31.7% | +124.4% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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