+240.4%
WELL vs ZETA
+241.7%
-1.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.5% |
| 7D | -1.3% | -2.4% | +1.1% | -1.2% |
| 30D | +0.5% | +15.6% | -15.1% | -0.1% |
| 3M | +19.1% | +41.5% | -22.4% | +17.3% |
| 6M | +17.0% | +63.4% | -46.5% | +14.1% |
| YTD | +29.2% | +51.3% | -22.1% | +26.2% |
| 1Y | +42.1% | +65.8% | -23.7% | +37.6% |
| 3Y | +204.5% | +279.2% | -74.6% | +170.6% |
| 5Y | +211.0% | +341.8% | -130.8% | +175.2% |
| All | +240.4% | +241.7% | -1.4% | +215.7% |
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