+97,349.8%
ASML vs WY
+355.5%
+96,994.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 3M | -2.3% | -5.1% | +2.8% | -1.0% |
| 6M | +23.0% | -4.8% | +27.8% | +24.4% |
| YTD | +61.1% | -0.2% | +61.3% | +58.6% |
| 1Y | +129.1% | -6.6% | +135.7% | +131.8% |
| 3Y | +165.4% | -22.7% | +188.1% | +187.5% |
| 5Y | +109.5% | -22.2% | +131.7% | +126.7% |
| 10Y | +1,645.7% | +7.3% | +1,638.4% | +1,357.5% |
| All | +97,349.8% | +355.5% | +96,994.3% | +41,421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling