+432.5%
WELL vs Z
+6.9%
+425.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.2% |
| 7D | +4.4% | -4.6% | +9.0% | +5.0% |
| 30D | +10.8% | +8.3% | +2.5% | +9.3% |
| 3M | +4.2% | -11.6% | +15.8% | +5.3% |
| 6M | +14.0% | -33.6% | +47.6% | +19.3% |
| YTD | +33.4% | -56.7% | +90.1% | +47.2% |
| 1Y | +32.4% | -59.1% | +91.5% | +47.0% |
| 3Y | +194.7% | -20.4% | +215.1% | +184.9% |
| 5Y | +226.5% | -55.3% | +281.7% | +231.9% |
| 10Y | +429.8% | -14.2% | +444.1% | +308.1% |
| All | +432.5% | +6.9% | +425.6% | +286.8% |
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