-5.7%
ASML vs WCN
+20.3%
-26.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.1% | -9.5% | -9.2% |
| 7D | -19.0% | +5.5% | -24.6% | -14.9% |
| 30D | -25.9% | +24.2% | -50.1% | -9.0% |
| 3M | -19.1% | +17.0% | -36.0% | -7.3% |
| 6M | -5.7% | +22.3% | -28.1% | +17.2% |
| All | -5.7% | +20.3% | -26.0% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling