+175.6%
ASML vs WTW
+69.9%
+105.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +3.8% |
| 7D | +1.1% | -2.6% | +3.7% | +0.6% |
| 30D | +2.2% | -1.0% | +3.2% | +2.1% |
| 3M | -2.3% | +29.9% | -32.2% | +2.4% |
| 6M | +23.0% | +10.7% | +12.3% | +28.5% |
| YTD | +61.1% | +2.6% | +58.5% | +68.4% |
| 1Y | +129.1% | +2.8% | +126.4% | +139.5% |
| All | +175.6% | +69.9% | +105.7% | +174.8% |
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