+128.9%
ASML vs WTW
+44.3%
+84.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +4.4% |
| 7D | -9.0% | +1.4% | -10.4% | -8.7% |
| 30D | -21.0% | +13.1% | -34.1% | -18.5% |
| 3M | -16.3% | -3.0% | -13.3% | -16.3% |
| 6M | -7.5% | +31.2% | -38.7% | -1.7% |
| YTD | +34.0% | +1.1% | +32.9% | +41.2% |
| 1Y | +39.3% | +3.4% | +35.9% | +46.7% |
| 3Y | +128.9% | +44.7% | +84.1% | +146.8% |
| All | +128.9% | +44.3% | +84.6% | +146.8% |
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