+45.2%
ASML vs WAT
+19.9%
+25.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | +10.4% | +2.0% | +8.3% | +9.6% |
| 30D | -12.7% | +7.7% | -20.4% | -14.4% |
| 3M | -17.2% | +11.1% | -28.2% | -19.6% |
| 6M | -1.3% | +31.2% | -32.5% | -9.5% |
| YTD | +40.8% | +21.7% | +19.1% | +26.7% |
| 1Y | +45.2% | +19.3% | +25.9% | +31.1% |
| All | +45.2% | +19.9% | +25.3% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling