+42,002.6%
ASML vs WAT
+12,369.3%
+29,633.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.2% |
| 7D | -10.0% | -1.9% | -8.1% | -9.3% |
| 30D | -19.4% | +6.2% | -25.7% | -21.2% |
| 3M | -12.5% | +18.1% | -30.5% | -17.9% |
| 6M | +8.2% | +54.9% | -46.7% | -8.7% |
| YTD | +40.7% | +23.1% | +17.6% | +28.4% |
| 1Y | +46.1% | +27.3% | +18.8% | +31.5% |
| 3Y | +138.5% | +79.5% | +59.0% | +82.5% |
| 5Y | +84.2% | +35.0% | +49.2% | +56.1% |
| 10Y | +1,505.1% | +238.7% | +1,266.4% | +873.6% |
| All | +42,002.6% | +12,369.3% | +29,633.3% | +9,458.1% |
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 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