+1,323.9%
ASML vs WMB
+268.1%
+1,055.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.3% |
| 7D | -19.0% | -14.2% | -4.8% | -14.0% |
| 30D | -25.9% | -11.2% | -14.7% | -22.4% |
| 3M | -19.1% | -9.9% | -9.2% | -15.8% |
| 6M | -5.7% | -14.4% | +8.6% | -0.5% |
| YTD | +27.6% | +9.2% | +18.3% | +21.9% |
| 1Y | +30.8% | +15.1% | +15.7% | +22.1% |
| 3Y | +116.2% | +99.2% | +17.0% | +59.1% |
| 5Y | +67.7% | +180.2% | -112.6% | +7.4% |
| All | +1,323.9% | +268.1% | +1,055.9% | +641.3% |
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