+1,708.0%
ASML vs WCN
+235.9%
+1,472.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.5% |
| 7D | -1.0% | -3.1% | +2.1% | +0.6% |
| 30D | -6.2% | -3.4% | -2.8% | -4.7% |
| 3M | -10.5% | +3.0% | -13.4% | -13.0% |
| 6M | +22.9% | -3.8% | +26.7% | +22.7% |
| YTD | +59.5% | -8.3% | +67.8% | +63.0% |
| 1Y | +112.6% | -9.7% | +122.3% | +118.2% |
| 3Y | +177.4% | +17.2% | +160.2% | +132.4% |
| 5Y | +107.3% | +25.3% | +82.0% | +64.4% |
| All | +1,708.0% | +235.9% | +1,472.1% | +766.4% |
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