+1,559.3%
ASML vs WELL
+464.2%
+1,095.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | +10.4% | +0.1% | +10.2% | +10.3% |
| 30D | -12.7% | +6.8% | -19.5% | -14.5% |
| 3M | -17.2% | +6.7% | -23.9% | -18.9% |
| 6M | -1.3% | +13.8% | -15.1% | -5.9% |
| YTD | +40.8% | +33.8% | +7.0% | +27.7% |
| 1Y | +45.2% | +29.6% | +15.6% | +32.7% |
| 3Y | +131.8% | +203.1% | -71.3% | +60.1% |
| 5Y | +84.0% | +223.8% | -139.8% | +23.2% |
| All | +1,559.3% | +464.2% | +1,095.0% | +775.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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