+133.9%
ASML vs WTW
+44.7%
+89.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | +0.4% |
| 7D | +4.9% | +2.0% | +3.0% | +5.5% |
| 30D | -9.3% | +12.9% | -22.1% | -6.4% |
| 3M | -19.0% | +0.7% | -19.7% | -18.3% |
| 6M | -5.2% | +39.5% | -44.7% | +1.7% |
| YTD | +40.6% | +3.1% | +37.5% | +48.9% |
| 1Y | +47.5% | +4.8% | +42.7% | +56.2% |
| 3Y | +133.9% | +42.9% | +90.9% | +150.9% |
| All | +133.9% | +44.7% | +89.2% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling