+1,395.4%
ASML vs WST
+441.1%
+954.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.2% | +4.4% |
| 7D | -9.0% | -3.1% | -5.9% | -7.9% |
| 30D | -21.0% | +9.1% | -30.1% | -23.1% |
| 3M | -16.3% | +14.7% | -31.0% | -20.1% |
| 6M | -7.5% | +28.0% | -35.5% | -15.2% |
| YTD | +34.0% | +45.6% | -11.7% | +16.7% |
| 1Y | +39.3% | +45.7% | -6.4% | +21.0% |
| 3Y | +128.9% | +21.1% | +107.8% | +91.0% |
| 5Y | +76.1% | +0.3% | +75.8% | +55.7% |
| All | +1,395.4% | +441.1% | +954.3% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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