+164.9%
ASML vs WAB
+153.4%
+11.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +3.6% |
| 7D | +1.1% | -3.2% | +4.3% | +3.5% |
| 30D | +2.2% | -4.4% | +6.6% | +5.7% |
| 3M | -2.3% | +7.9% | -10.2% | -8.2% |
| 6M | +23.0% | +8.7% | +14.3% | +14.9% |
| YTD | +61.1% | +33.0% | +28.1% | +30.0% |
| 1Y | +129.1% | +46.7% | +82.5% | +71.9% |
| All | +164.9% | +153.4% | +11.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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