+475.4%
WELL vs ZS
+494.5%
-19.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.2% | -8.1% | +5.8% | -1.9% |
| 30D | +4.7% | -8.4% | +13.1% | +5.0% |
| 3M | +11.9% | +31.1% | -19.1% | +10.5% |
| 6M | +14.3% | +4.4% | +9.9% | +13.3% |
| YTD | +28.4% | -27.3% | +55.7% | +29.4% |
| 1Y | +42.3% | -41.4% | +83.7% | +44.8% |
| 3Y | +202.6% | +1.7% | +200.9% | +196.5% |
| 5Y | +206.5% | -39.6% | +246.1% | +200.2% |
| All | +475.4% | +494.5% | -19.1% | +382.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling