+128.9%
ASML vs WELL
+195.0%
-66.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | -9.0% | +4.4% | -13.5% | -8.8% |
| 30D | -21.0% | +10.8% | -31.8% | -20.6% |
| 3M | -16.3% | +4.2% | -20.5% | -16.1% |
| 6M | -7.5% | +14.0% | -21.5% | -7.2% |
| YTD | +34.0% | +33.4% | +0.6% | +32.2% |
| 1Y | +39.3% | +32.4% | +6.9% | +37.3% |
| 3Y | +128.9% | +194.7% | -65.9% | +94.2% |
| All | +128.9% | +195.0% | -66.1% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling