+46.0%
ASML vs WAT
+26.7%
+19.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | +3.4% | -6.2% | -3.9% |
| 30D | -15.2% | +9.6% | -24.8% | -17.4% |
| 3M | -12.9% | +15.5% | -28.4% | -16.6% |
| 6M | -5.0% | +33.9% | -38.9% | -13.4% |
| YTD | +41.8% | +25.2% | +16.6% | +26.3% |
| 1Y | +46.0% | +26.3% | +19.8% | +31.2% |
| All | +46.0% | +26.7% | +19.3% | +31.2% |
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