+1,767.1%
ASML vs WTW
+189.9%
+1,577.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -0.5% |
| 7D | +2.8% | -7.1% | +9.9% | +5.8% |
| 30D | -0.2% | -8.5% | +8.3% | +3.2% |
| 3M | -2.6% | +20.6% | -23.2% | -11.5% |
| 6M | +27.9% | +7.2% | +20.6% | +21.1% |
| YTD | +62.4% | -3.9% | +66.3% | +60.3% |
| 1Y | +116.2% | -3.6% | +119.8% | +111.8% |
| 3Y | +182.4% | +60.7% | +121.7% | +96.3% |
| 5Y | +112.4% | +42.2% | +70.2% | +58.5% |
| 10Y | +1,767.1% | +195.5% | +1,571.6% | +830.3% |
| All | +1,767.1% | +189.9% | +1,577.2% | +830.3% |
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