+67.7%
ASML vs WAT
+32.1%
+35.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.1% | -6.2% | -8.0% |
| 7D | -19.0% | -5.6% | -13.4% | -16.8% |
| 30D | -25.9% | +3.8% | -29.7% | -27.0% |
| 3M | -19.1% | +13.3% | -32.3% | -23.5% |
| 6M | -5.7% | +32.2% | -37.9% | -17.2% |
| YTD | +27.6% | +19.3% | +8.3% | +15.8% |
| 1Y | +30.8% | +21.8% | +9.0% | +17.3% |
| 3Y | +116.2% | +73.9% | +42.3% | +48.1% |
| 5Y | +67.7% | +32.1% | +35.6% | +34.1% |
| All | +67.7% | +32.1% | +35.6% | +34.1% |
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