+202.2%
WELL vs ZBH
-0.3%
+202.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +5.7% | +12.5% | -6.8% | +3.8% |
| 3M | +4.6% | +3.9% | +0.7% | +3.8% |
| 6M | +11.9% | +25.4% | -13.6% | +8.0% |
| YTD | +33.6% | +15.7% | +17.9% | +30.0% |
| 1Y | +29.8% | +15.2% | +14.6% | +26.4% |
| 3Y | +202.2% | +0.3% | +201.8% | +202.2% |
| All | +202.2% | -0.3% | +202.5% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 3y: compounded portfolio wealth divided by compounded ZBH 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…
3y analysis · Full analysis span regression · 6 months rolling