+144.8%
ASML vs WETO
-99.4%
+244.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.1% | -9.5% | -2.5% |
| 7D | +2.5% | -19.9% | +22.4% | +2.6% |
| 30D | -6.2% | -42.7% | +36.4% | -6.9% |
| 3M | -2.6% | -97.7% | +95.1% | +1.4% |
| 6M | +22.4% | -94.4% | +116.8% | +26.0% |
| YTD | +58.5% | -97.0% | +155.5% | +62.7% |
| 1Y | +114.2% | -98.9% | +213.0% | +119.2% |
| All | +144.8% | -99.4% | +244.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling