+1,395.4%
ASML vs WAT
+227.3%
+1,168.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.5% |
| 7D | -9.0% | -1.1% | -7.9% | -8.4% |
| 30D | -21.0% | +5.0% | -25.9% | -22.7% |
| 3M | -16.3% | +14.5% | -30.8% | -21.8% |
| 6M | -7.5% | +30.9% | -38.4% | -19.6% |
| YTD | +34.0% | +20.5% | +13.5% | +19.8% |
| 1Y | +39.3% | +23.3% | +16.0% | +22.7% |
| 3Y | +128.9% | +81.5% | +47.4% | +52.3% |
| 5Y | +76.1% | +33.4% | +42.7% | +38.1% |
| All | +1,395.4% | +227.3% | +1,168.1% | +693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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