+324.0%
WELL vs ZM
+39.9%
+284.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.5% |
| 7D | +3.0% | -1.0% | +4.1% | +3.0% |
| 30D | +10.2% | -7.0% | +17.2% | +10.1% |
| 3M | +6.1% | -15.2% | +21.3% | +6.0% |
| 6M | +16.6% | -16.8% | +33.4% | +16.5% |
| YTD | +35.3% | +5.4% | +30.0% | +35.4% |
| 1Y | +31.5% | +9.3% | +22.2% | +31.5% |
| 3Y | +206.5% | +46.5% | +160.0% | +206.9% |
| 5Y | +222.0% | -63.8% | +285.8% | +201.9% |
| All | +324.0% | +39.9% | +284.1% | +290.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling