+87.8%
ZTS vs WELL
+463.2%
-375.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | +12.1% | +5.7% | +6.4% | +10.6% |
| 3M | +11.3% | +4.6% | +6.6% | +10.0% |
| 6M | +14.3% | +11.9% | +2.5% | +10.8% |
| YTD | -31.9% | +33.6% | -65.5% | -37.1% |
| 1Y | -29.3% | +29.8% | -59.0% | -34.2% |
| 3Y | -48.0% | +202.2% | -250.2% | -61.5% |
| 5Y | -58.9% | +223.2% | -282.1% | -70.4% |
| All | +87.8% | +463.2% | -375.4% | +20.3% |
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