+12,874.1%
ASML vs WCN
+6,839.3%
+6,034.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +2.2% | +0.4% | +1.7% | +2.0% |
| 3M | -2.3% | +7.3% | -9.6% | -5.4% |
| 6M | +23.0% | -2.5% | +25.5% | +22.3% |
| YTD | +61.1% | -5.4% | +66.4% | +61.5% |
| 1Y | +129.1% | -8.5% | +137.6% | +131.6% |
| 3Y | +165.4% | +20.8% | +144.6% | +141.9% |
| 5Y | +109.5% | +30.0% | +79.4% | +86.9% |
| 10Y | +1,645.7% | +238.4% | +1,407.3% | +1,056.7% |
| All | +12,874.1% | +6,839.3% | +6,034.8% | +4,279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling