+337.6%
WELL vs Z
-7.0%
+344.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +1.4% |
| 7D | -1.3% | -3.3% | +1.9% | -0.9% |
| 30D | +0.5% | -3.7% | +4.2% | +0.8% |
| 3M | +19.1% | -7.0% | +26.1% | +19.6% |
| 6M | +17.0% | -29.5% | +46.5% | +21.8% |
| YTD | +29.2% | -52.6% | +81.8% | +41.7% |
| 1Y | +42.1% | -64.0% | +106.2% | +61.9% |
| 3Y | +204.5% | -36.4% | +241.0% | +206.6% |
| 5Y | +211.0% | -65.8% | +276.7% | +229.9% |
| 10Y | +337.6% | -5.8% | +343.4% | +224.3% |
| All | +337.6% | -7.0% | +344.6% | +224.3% |
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