+1,534.9%
ASML vs WCN
+300.6%
+1,234.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -2.9% | +2.6% | -5.5% | -4.1% |
| 30D | -15.2% | +25.3% | -40.5% | -24.7% |
| 3M | -12.9% | +15.2% | -28.1% | -19.5% |
| 6M | -5.0% | +26.4% | -31.5% | -17.7% |
| YTD | +41.8% | +9.9% | +31.9% | +31.5% |
| 1Y | +46.0% | +16.2% | +29.9% | +30.5% |
| 3Y | +133.5% | +49.4% | +84.1% | +70.6% |
| 5Y | +93.0% | +46.2% | +46.8% | +41.3% |
| 10Y | +1,534.9% | +305.7% | +1,229.2% | +623.7% |
| All | +1,534.9% | +300.6% | +1,234.3% | +623.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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