+241.2%
WELL vs ZCMD
-100.0%
+341.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.7% | -2.0% |
| 7D | -0.8% | -8.0% | +7.2% | -0.8% |
| 30D | -0.1% | -27.9% | +27.8% | +0.1% |
| 3M | +18.0% | -74.6% | +92.6% | +18.2% |
| 6M | +15.0% | -99.5% | +114.4% | +20.5% |
| YTD | +28.6% | -99.7% | +128.4% | +36.1% |
| 1Y | +42.9% | -99.9% | +142.8% | +53.0% |
| 3Y | +203.0% | -100.0% | +303.0% | +240.4% |
| 5Y | +206.9% | -100.0% | +306.9% | +246.1% |
| All | +241.2% | -100.0% | +341.2% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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