+46.6%
ASML vs WTW
+2.3%
+44.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +5.9% |
| 7D | -0.8% | +0.5% | -1.3% | -0.5% |
| 30D | -14.9% | +10.4% | -25.3% | -10.7% |
| 3M | -13.0% | -4.8% | -8.1% | -13.9% |
| 6M | -4.7% | +28.5% | -33.1% | +8.1% |
| YTD | +42.3% | +0.5% | +41.8% | +57.2% |
| All | +46.6% | +2.3% | +44.3% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling