+75.5%
ASML vs WAT
+32.4%
+43.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.6% |
| 7D | -9.0% | -1.1% | -7.9% | -8.5% |
| 30D | -21.0% | +5.0% | -25.9% | -22.5% |
| 3M | -16.3% | +14.5% | -30.8% | -21.2% |
| 6M | -7.5% | +30.9% | -38.4% | -18.5% |
| YTD | +34.0% | +20.5% | +13.5% | +21.1% |
| 1Y | +39.3% | +23.3% | +16.0% | +24.2% |
| 3Y | +128.9% | +81.5% | +47.4% | +52.7% |
| All | +75.5% | +32.4% | +43.1% | +42.1% |
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 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