+7,413.1%
ASML vs WTW
+1,174.9%
+6,238.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.1% |
| 7D | +1.1% | -2.6% | +3.7% | +2.2% |
| 30D | +2.2% | -1.0% | +3.2% | +2.4% |
| 3M | -2.3% | +29.9% | -32.2% | -13.9% |
| 6M | +23.0% | +10.7% | +12.3% | +14.7% |
| YTD | +61.1% | +2.6% | +58.5% | +53.8% |
| 1Y | +129.1% | +2.8% | +126.4% | +117.6% |
| 3Y | +165.4% | +67.3% | +98.1% | +95.0% |
| 5Y | +109.5% | +56.6% | +52.8% | +59.5% |
| 10Y | +1,645.7% | +204.1% | +1,441.7% | +872.7% |
| All | +7,413.1% | +1,174.9% | +6,238.2% | +3,331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling