+128.9%
ASML vs WMB
+97.7%
+31.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -13.8% | +4.8% | -4.9% |
| 30D | -21.0% | -10.3% | -10.6% | -18.3% |
| 3M | -16.3% | -10.1% | -6.2% | -13.6% |
| 6M | -7.5% | -11.8% | +4.3% | -4.4% |
| YTD | +34.0% | +8.9% | +25.0% | +29.4% |
| 1Y | +39.3% | +14.0% | +25.3% | +32.2% |
| 3Y | +128.9% | +100.5% | +28.3% | +99.1% |
| All | +128.9% | +97.7% | +31.1% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling