+1,395.4%
ASML vs WING
+679.4%
+716.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.4% |
| 7D | -9.0% | +9.0% | -18.1% | -11.3% |
| 30D | -21.0% | +39.9% | -60.9% | -28.4% |
| 3M | -16.3% | +40.4% | -56.7% | -25.2% |
| 6M | -7.5% | +12.9% | -20.4% | -13.6% |
| YTD | +34.0% | -31.1% | +65.1% | +41.4% |
| 1Y | +39.3% | -32.7% | +72.0% | +47.3% |
| 3Y | +128.9% | -19.8% | +148.7% | +112.3% |
| 5Y | +76.1% | +4.0% | +72.1% | +40.9% |
| All | +1,395.4% | +679.4% | +716.0% | +611.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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