+443.3%
WELL vs Z
-19.3%
+462.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +0.1% | -4.9% | +5.1% | +0.8% |
| 30D | +6.8% | +3.0% | +3.8% | +6.1% |
| 3M | +6.7% | -13.4% | +20.1% | +8.2% |
| 6M | +13.8% | -27.3% | +41.1% | +17.7% |
| YTD | +33.8% | -57.8% | +91.6% | +48.4% |
| 1Y | +29.6% | -60.0% | +89.6% | +44.6% |
| 3Y | +203.1% | -21.5% | +224.6% | +192.8% |
| 5Y | +223.8% | -55.0% | +278.8% | +228.4% |
| All | +443.3% | -19.3% | +462.6% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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