+97,349.8%
ASML vs WST
+8,276.9%
+89,072.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | +2.2% | -3.1% | +5.3% | +3.5% |
| 3M | -2.3% | +7.2% | -9.5% | -5.6% |
| 6M | +23.0% | +36.8% | -13.8% | +6.0% |
| YTD | +61.1% | +23.8% | +37.2% | +44.3% |
| 1Y | +129.1% | +37.8% | +91.3% | +94.1% |
| 3Y | +165.4% | -15.9% | +181.3% | +148.7% |
| 5Y | +109.5% | -25.8% | +135.3% | +103.0% |
| 10Y | +1,645.7% | +319.6% | +1,326.1% | +581.3% |
| All | +97,349.8% | +8,276.9% | +89,072.8% | +10,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling