+146.4%
ASML vs WETO
-99.4%
+245.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.7% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | -6.2% | -39.9% | +33.7% | -6.9% |
| 3M | -10.5% | -97.9% | +87.4% | -6.8% |
| 6M | +22.9% | -95.0% | +117.9% | +26.5% |
| YTD | +59.5% | -97.2% | +156.7% | +63.8% |
| 1Y | +112.6% | -98.9% | +211.5% | +117.6% |
| All | +146.4% | -99.4% | +245.8% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling