+413.3%
WELL vs Z
+25.1%
+388.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -1.8% |
| 7D | -0.8% | -3.0% | +2.2% | -0.4% |
| 30D | -0.1% | -4.2% | +4.1% | +0.3% |
| 3M | +18.0% | -3.7% | +21.7% | +18.0% |
| 6M | +15.0% | -24.5% | +39.5% | +18.5% |
| YTD | +28.6% | -49.3% | +77.9% | +39.6% |
| 1Y | +42.9% | -58.7% | +101.6% | +59.1% |
| 3Y | +203.0% | -34.1% | +237.2% | +204.2% |
| 5Y | +206.9% | -64.5% | +271.4% | +223.7% |
| 10Y | +339.5% | -0.5% | +340.0% | +233.0% |
| All | +413.3% | +25.1% | +388.2% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling