+128.9%
ASML vs WCN
+45.2%
+83.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.4% | +4.9% |
| 7D | -9.0% | +2.9% | -11.9% | -8.7% |
| 30D | -21.0% | +22.1% | -43.1% | -19.7% |
| 3M | -16.3% | +13.2% | -29.5% | -15.2% |
| 6M | -7.5% | +23.7% | -31.2% | -7.1% |
| YTD | +34.0% | +8.7% | +25.3% | +38.3% |
| 1Y | +39.3% | +15.3% | +23.9% | +41.0% |
| 3Y | +128.9% | +46.0% | +82.8% | +99.0% |
| All | +128.9% | +45.2% | +83.7% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling