+86.4%
ASML vs WAT
+35.9%
+50.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.3% |
| 7D | -0.8% | +6.0% | -6.9% | -3.3% |
| 30D | -14.9% | +9.9% | -24.8% | -18.2% |
| 3M | -13.0% | +17.2% | -30.1% | -18.9% |
| 6M | -4.7% | +34.2% | -38.9% | -16.9% |
| YTD | +42.3% | +25.5% | +16.8% | +26.4% |
| 1Y | +49.7% | +28.3% | +21.5% | +31.3% |
| 3Y | +144.3% | +88.4% | +55.9% | +60.7% |
| 5Y | +86.4% | +36.1% | +50.2% | +48.2% |
| All | +86.4% | +35.9% | +50.4% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling