+117.9%
ASML vs WING
-18.5%
+136.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -9.2% |
| 7D | -19.0% | +14.0% | -33.0% | -20.7% |
| 30D | -25.9% | +47.7% | -73.6% | -30.6% |
| 3M | -19.1% | +34.2% | -53.2% | -23.5% |
| 6M | -5.7% | +13.6% | -19.3% | -9.0% |
| YTD | +27.6% | -30.0% | +57.6% | +34.2% |
| 1Y | +30.8% | -33.9% | +64.7% | +38.9% |
| All | +117.9% | -18.5% | +136.4% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling