-58.7%
ZTS vs WELL
+204.7%
-263.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.1% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | +1.2% | +0.5% | +0.7% | +1.0% |
| 3M | -6.0% | +19.1% | -25.1% | -11.1% |
| 6M | -38.7% | +17.0% | -55.7% | -41.7% |
| YTD | -40.6% | +29.2% | -69.8% | -45.4% |
| 1Y | -50.6% | +42.1% | -92.7% | -56.1% |
| 3Y | -58.7% | +204.5% | -263.3% | -72.8% |
| All | -58.7% | +204.7% | -263.5% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling