+82.7%
ASML vs WCN
+48.0%
+34.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.9% | +2.6% | +2.4% | +4.3% |
| 30D | -9.3% | +23.9% | -33.2% | -14.8% |
| 3M | -19.0% | +17.4% | -36.4% | -22.7% |
| 6M | -5.2% | +28.0% | -33.2% | -13.5% |
| YTD | +40.6% | +11.6% | +29.1% | +35.7% |
| 1Y | +47.5% | +16.9% | +30.6% | +38.5% |
| 3Y | +133.9% | +51.6% | +82.3% | +75.2% |
| All | +82.7% | +48.0% | +34.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling