+108.6%
ASML vs WING
-34.0%
+142.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.4% |
| 7D | +1.1% | -3.9% | +5.0% | +2.1% |
| 30D | +2.2% | -11.6% | +13.8% | +4.7% |
| 3M | -2.3% | -24.2% | +21.9% | +3.3% |
| 6M | +23.0% | -54.1% | +77.0% | +48.0% |
| YTD | +61.1% | -53.9% | +115.0% | +90.4% |
| 1Y | +129.1% | -64.4% | +193.5% | +190.1% |
| 3Y | +165.4% | -30.2% | +195.6% | +143.7% |
| All | +108.6% | -34.0% | +142.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling