+1,580.6%
ASML vs WCC
+453.1%
+1,127.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +0.3% |
| 7D | +2.5% | +3.3% | -0.8% | +1.3% |
| 30D | -12.2% | -9.4% | -2.8% | -8.5% |
| 3M | -14.6% | -10.5% | -4.1% | -10.7% |
| 6M | -1.7% | -10.4% | +8.7% | +2.7% |
| YTD | +44.3% | +34.4% | +9.9% | +27.6% |
| 1Y | +51.0% | +27.7% | +23.3% | +36.2% |
| 3Y | +137.6% | +137.9% | -0.4% | +58.3% |
| 5Y | +92.7% | +147.0% | -54.3% | +21.1% |
| 10Y | +1,580.6% | +442.5% | +1,138.1% | +592.8% |
| All | +1,580.6% | +453.1% | +1,127.5% | +592.8% |
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