+75.5%
ASML vs WTW
+51.8%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.4% |
| 7D | -9.0% | +1.4% | -10.4% | -9.3% |
| 30D | -21.0% | +13.1% | -34.1% | -23.0% |
| 3M | -16.3% | -3.0% | -13.3% | -16.0% |
| 6M | -7.5% | +31.2% | -38.7% | -14.8% |
| YTD | +34.0% | +1.1% | +32.9% | +33.8% |
| 1Y | +39.3% | +3.4% | +35.9% | +37.4% |
| 3Y | +128.9% | +44.7% | +84.1% | +73.9% |
| All | +75.5% | +51.8% | +23.6% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling