+117.5%
ASML vs WETO
-99.8%
+217.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.4% |
| 7D | +10.4% | -25.4% | +35.7% | +10.4% |
| 30D | -12.7% | -35.8% | +23.1% | -12.6% |
| 3M | -17.2% | -84.6% | +67.4% | -17.4% |
| 6M | -1.3% | -98.8% | +97.5% | +2.4% |
| YTD | +40.8% | -99.3% | +140.1% | +45.3% |
| 1Y | +45.2% | -99.4% | +144.6% | +49.8% |
| All | +117.5% | -99.8% | +217.3% | +119.9% |
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