+256.5%
WELL vs ZETA
+289.2%
-32.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | +0.2% |
| 7D | +3.0% | +13.2% | -10.2% | +2.5% |
| 30D | +10.2% | +6.0% | +4.2% | +9.9% |
| 3M | +6.1% | +27.3% | -21.2% | +5.0% |
| 6M | +16.6% | +104.6% | -88.0% | +12.7% |
| YTD | +35.3% | +72.3% | -37.0% | +31.4% |
| 1Y | +31.5% | +76.3% | -44.8% | +27.3% |
| 3Y | +206.5% | +325.6% | -119.1% | +171.1% |
| 5Y | +222.0% | +254.2% | -32.3% | +179.6% |
| All | +256.5% | +289.2% | -32.7% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 10y: compounded portfolio wealth divided by compounded ZETA 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…
10y analysis · Full analysis span regression · 6 months rolling