+1,644.6%
ASML vs WCC
+471.3%
+1,173.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +2.6% |
| 7D | +1.1% | +4.5% | -3.4% | -0.7% |
| 30D | +2.2% | -5.8% | +8.0% | +4.6% |
| 3M | -2.3% | -3.7% | +1.4% | -0.9% |
| 6M | +23.0% | +23.1% | -0.1% | +12.9% |
| YTD | +61.1% | +44.2% | +16.9% | +38.5% |
| 1Y | +129.1% | +62.1% | +67.0% | +87.1% |
| 3Y | +165.4% | +121.1% | +44.2% | +82.1% |
| 5Y | +109.5% | +214.0% | -104.5% | +20.9% |
| All | +1,644.6% | +471.3% | +1,173.2% | +576.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling