+77.0%
ZTS vs WELL
+459.5%
-382.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.6% | +3.0% | -3.7% | -1.3% |
| 30D | +11.0% | +10.2% | +0.8% | +8.3% |
| 3M | +10.9% | +6.1% | +4.8% | +9.2% |
| 6M | +0.9% | +16.6% | -15.7% | -3.2% |
| YTD | -33.0% | +35.3% | -68.3% | -38.3% |
| 1Y | -29.6% | +31.5% | -61.1% | -34.7% |
| 3Y | -49.0% | +206.5% | -255.5% | -62.3% |
| 5Y | -59.5% | +222.0% | -281.5% | -70.7% |
| 10Y | +77.0% | +473.8% | -396.8% | +15.5% |
| All | +77.0% | +459.5% | -382.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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