+67.7%
ASML vs WEC
+56.3%
+11.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.3% |
| 7D | -19.0% | +3.2% | -22.3% | -19.0% |
| 30D | -25.9% | +14.7% | -40.6% | -25.9% |
| 3M | -19.1% | +10.2% | -29.3% | -19.0% |
| 6M | -5.7% | +4.5% | -10.2% | -5.6% |
| YTD | +27.6% | +15.1% | +12.5% | +26.9% |
| 1Y | +30.8% | +9.4% | +21.4% | +30.5% |
| 3Y | +116.2% | +56.9% | +59.3% | +101.8% |
| 5Y | +67.7% | +54.4% | +13.2% | +65.2% |
| All | +67.7% | +56.3% | +11.4% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling