+117.9%
ASML vs WEC
+57.1%
+60.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -19.0% | +3.2% | -22.3% | -17.8% |
| 30D | -25.9% | +14.7% | -40.6% | -21.1% |
| 3M | -19.1% | +10.2% | -29.3% | -15.2% |
| 6M | -5.7% | +4.5% | -10.2% | -3.3% |
| YTD | +27.6% | +15.1% | +12.5% | +36.7% |
| 1Y | +30.8% | +9.4% | +21.4% | +37.2% |
| All | +117.9% | +57.1% | +60.8% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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