+251.9%
WELL vs ZETA
+306.8%
-54.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +0.1% | +18.1% | -18.0% | -0.5% |
| 30D | +5.7% | +13.6% | -7.9% | +5.1% |
| 3M | +4.6% | +23.7% | -19.1% | +3.7% |
| 6M | +11.9% | +128.5% | -116.6% | +7.6% |
| YTD | +33.6% | +80.1% | -46.5% | +29.5% |
| 1Y | +29.8% | +98.0% | -68.2% | +25.0% |
| 3Y | +202.2% | +348.6% | -146.4% | +166.7% |
| 5Y | +223.2% | +286.6% | -63.4% | +180.4% |
| All | +251.9% | +306.8% | -54.8% | +223.9% |
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