+1,644.6%
ASML vs WMB
+333.1%
+1,311.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | +2.2% | +3.3% | -1.1% | +0.7% |
| 3M | -2.3% | +3.1% | -5.4% | -3.9% |
| 6M | +23.0% | -0.7% | +23.7% | +22.4% |
| YTD | +61.1% | +25.2% | +35.9% | +45.9% |
| 1Y | +129.1% | +32.9% | +96.2% | +101.7% |
| 3Y | +165.4% | +140.6% | +24.8% | +81.4% |
| 5Y | +109.5% | +273.5% | -164.0% | +20.1% |
| All | +1,644.6% | +333.1% | +1,311.4% | +763.2% |
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