+117.9%
ASML vs WST
+16.9%
+101.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.0% | -5.3% | -8.8% |
| 7D | -19.0% | -5.8% | -13.2% | -18.3% |
| 30D | -25.9% | +5.3% | -31.3% | -26.4% |
| 3M | -19.1% | +11.8% | -30.9% | -20.2% |
| 6M | -5.7% | +26.7% | -32.4% | -8.8% |
| YTD | +27.6% | +43.0% | -15.4% | +21.0% |
| 1Y | +30.8% | +38.9% | -8.1% | +24.4% |
| All | +117.9% | +16.9% | +101.0% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling