+1,395.4%
ASML vs WMB
+267.1%
+1,128.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -13.8% | +4.8% | -3.5% |
| 30D | -21.0% | -10.3% | -10.6% | -17.5% |
| 3M | -16.3% | -10.1% | -6.2% | -12.9% |
| 6M | -7.5% | -11.8% | +4.3% | -3.4% |
| YTD | +34.0% | +8.9% | +25.0% | +28.1% |
| 1Y | +39.3% | +14.0% | +25.3% | +30.5% |
| 3Y | +128.9% | +100.5% | +28.3% | +67.9% |
| 5Y | +76.1% | +179.5% | -103.4% | +13.0% |
| All | +1,395.4% | +267.1% | +1,128.3% | +679.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling