+1,665.7%
ASML vs WING
+405.9%
+1,259.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 6M | +23.0% | -54.1% | +77.0% | +47.6% |
| YTD | +61.1% | -53.9% | +115.0% | +90.2% |
| 1Y | +129.1% | -64.4% | +193.5% | +188.0% |
| 3Y | +165.4% | -30.2% | +195.6% | +156.4% |
| 5Y | +109.5% | -34.1% | +143.6% | +95.2% |
| 10Y | +1,645.7% | +342.1% | +1,303.6% | +952.2% |
| All | +1,665.7% | +405.9% | +1,259.8% | +923.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling