+212.9%
WELL vs Z
-64.8%
+277.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.9% |
| 7D | -0.8% | -3.0% | +2.2% | -0.6% |
| 30D | -0.1% | -4.2% | +4.1% | +0.1% |
| 3M | +18.0% | -3.7% | +21.7% | +18.1% |
| 6M | +15.0% | -24.5% | +39.5% | +17.1% |
| YTD | +28.6% | -49.3% | +77.9% | +35.3% |
| 1Y | +42.9% | -58.7% | +101.6% | +52.9% |
| 3Y | +203.0% | -34.1% | +237.2% | +202.7% |
| All | +212.9% | -64.8% | +277.7% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling