+318.5%
WELL vs ZM
+53.5%
+265.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | +0.1% | +11.0% | -10.9% | +0.2% |
| 30D | +5.7% | +5.6% | 0.0% | +5.7% |
| 3M | +4.6% | -9.1% | +13.8% | +4.6% |
| 6M | +11.9% | -2.6% | +14.4% | +11.9% |
| YTD | +33.6% | +15.7% | +17.9% | +33.8% |
| 1Y | +29.8% | +18.8% | +11.0% | +30.0% |
| 3Y | +202.2% | +62.2% | +140.0% | +203.0% |
| 5Y | +223.2% | -60.9% | +284.1% | +203.1% |
| All | +318.5% | +53.5% | +265.0% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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