+48,089.4%
ASML vs WAT
+10,816.8%
+37,272.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.6% |
| 30D | +2.2% | +2.3% | -0.2% | +1.2% |
| 3M | -2.3% | +8.7% | -11.0% | -5.5% |
| 6M | +23.0% | +28.3% | -5.3% | +11.4% |
| YTD | +61.1% | +7.8% | +53.3% | +54.5% |
| 1Y | +129.1% | +36.6% | +92.5% | +100.2% |
| 3Y | +165.4% | +45.7% | +119.7% | +119.1% |
| 5Y | +109.5% | -3.3% | +112.8% | +100.5% |
| 10Y | +1,645.7% | +162.1% | +1,483.6% | +1,056.3% |
| All | +48,089.4% | +10,816.8% | +37,272.6% | +11,403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling