+682.0%
WDC vs ASML
+1,563.6%
-881.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +1.1% |
| 7D | +16.3% | +10.4% | +5.9% | +8.4% |
| 30D | -18.3% | -12.7% | -5.5% | -8.8% |
| 3M | -31.4% | -17.2% | -14.3% | -20.6% |
| 6M | -36.3% | -1.3% | -35.0% | -34.1% |
| YTD | +80.8% | +40.8% | +40.1% | +48.2% |
| 1Y | +87.7% | +45.2% | +42.5% | +50.8% |
| 3Y | +819.4% | +131.8% | +687.6% | +402.4% |
| 5Y | +583.2% | +84.0% | +499.2% | +315.1% |
| All | +682.0% | +1,563.6% | -881.7% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 10y: compounded portfolio wealth divided by compounded ASML 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…
10y analysis · Full analysis span regression · 6 months rolling