+302.9%
WELL vs ZM
+55.9%
+247.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.0% |
| 7D | -0.8% | +2.9% | -3.7% | -0.8% |
| 30D | -0.1% | +0.7% | -0.8% | -0.1% |
| 3M | +18.0% | -3.7% | +21.7% | +18.0% |
| 6M | +15.0% | +29.9% | -14.9% | +15.2% |
| YTD | +28.6% | +17.4% | +11.2% | +28.8% |
| 1Y | +42.9% | +22.4% | +20.5% | +43.2% |
| 3Y | +203.0% | +41.3% | +161.7% | +203.3% |
| 5Y | +206.9% | -66.0% | +272.9% | +184.9% |
| All | +302.9% | +55.9% | +247.1% | +271.0% |
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