+1,395.4%
ASML vs WELL
+423.1%
+972.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -9.0% | +4.4% | -13.5% | -10.1% |
| 30D | -21.0% | +10.8% | -31.8% | -23.4% |
| 3M | -16.3% | +4.2% | -20.5% | -17.6% |
| 6M | -7.5% | +14.0% | -21.5% | -11.8% |
| YTD | +34.0% | +33.4% | +0.6% | +21.6% |
| 1Y | +39.3% | +32.4% | +6.9% | +26.5% |
| 3Y | +128.9% | +194.7% | -65.9% | +59.6% |
| 5Y | +76.1% | +226.5% | -150.4% | +17.6% |
| All | +1,395.4% | +423.1% | +972.3% | +692.7% |
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