+211.0%
WELL vs ZM
-67.8%
+278.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.7% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +0.5% | -7.7% | +8.2% | +0.9% |
| 3M | +19.1% | -4.7% | +23.7% | +19.2% |
| 6M | +17.0% | +24.4% | -7.5% | +14.3% |
| YTD | +29.2% | +11.8% | +17.4% | +27.0% |
| 1Y | +42.1% | +13.4% | +28.8% | +39.3% |
| 3Y | +204.5% | +33.8% | +170.7% | +189.9% |
| 5Y | +211.0% | -67.2% | +278.1% | +167.6% |
| All | +211.0% | -67.8% | +278.8% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling