+1,504.8%
ASML vs WTW
+221.1%
+1,283.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -14.9% | +10.4% | -25.3% | -18.6% |
| 3M | -13.0% | -4.8% | -8.1% | -12.0% |
| 6M | -4.7% | +28.5% | -33.1% | -16.6% |
| YTD | +42.3% | +0.5% | +41.8% | +37.0% |
| 1Y | +49.7% | +1.6% | +48.1% | +43.0% |
| 3Y | +144.3% | +42.5% | +101.7% | +84.6% |
| 5Y | +86.4% | +49.8% | +36.5% | +34.9% |
| 10Y | +1,504.8% | +218.4% | +1,286.4% | +671.0% |
| All | +1,504.8% | +221.1% | +1,283.8% | +671.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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