+256.1%
WELL vs ZETA
+318.9%
-62.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -0.4% |
| 7D | +0.1% | +18.8% | -18.7% | -0.6% |
| 30D | +7.8% | +12.6% | -4.8% | +7.2% |
| 3M | +10.2% | +29.5% | -19.2% | +9.0% |
| 6M | +16.4% | +128.6% | -112.2% | +12.0% |
| YTD | +35.2% | +85.5% | -50.3% | +30.8% |
| 1Y | +30.5% | +90.6% | -60.2% | +25.9% |
| 3Y | +206.1% | +358.0% | -151.9% | +170.0% |
| 5Y | +228.3% | +282.0% | -53.7% | +184.3% |
| All | +256.1% | +318.9% | -62.8% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling