+108.6%
ASML vs WY
-21.8%
+130.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +1.1% | -1.7% | +2.8% | +2.0% |
| 30D | +2.2% | -10.1% | +12.3% | +7.6% |
| 3M | -2.3% | -5.1% | +2.8% | -0.9% |
| 6M | +23.0% | -4.8% | +27.8% | +24.3% |
| YTD | +61.1% | -0.2% | +61.3% | +57.8% |
| 1Y | +129.1% | -6.6% | +135.7% | +131.9% |
| 3Y | +165.4% | -22.7% | +188.1% | +190.5% |
| All | +108.6% | -21.8% | +130.4% | +142.0% |
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