+505.9%
WELL vs ZS
+604.7%
-98.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -13.7% | +13.7% | +0.7% |
| 30D | +7.8% | -14.2% | +21.9% | +8.3% |
| 3M | +10.2% | +8.5% | +1.7% | +9.6% |
| 6M | +16.4% | +30.2% | -13.8% | +14.2% |
| YTD | +35.2% | -13.8% | +49.0% | +35.0% |
| 1Y | +30.5% | -41.5% | +72.0% | +32.9% |
| 3Y | +206.1% | +10.7% | +195.4% | +198.7% |
| 5Y | +228.3% | -43.6% | +271.9% | +221.0% |
| All | +505.9% | +604.7% | -98.8% | +403.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling