-49.1%
ZTS vs WELL
+195.0%
-244.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | -0.4% | +4.4% | -4.8% | -1.6% |
| 30D | +11.7% | +10.8% | +0.9% | +8.6% |
| 3M | +3.5% | +4.2% | -0.8% | +2.2% |
| 6M | -27.6% | +14.0% | -41.6% | -30.5% |
| YTD | -35.5% | +33.4% | -68.9% | -41.1% |
| 1Y | -32.1% | +32.4% | -64.5% | -37.9% |
| 3Y | -49.1% | +194.7% | -243.8% | -65.6% |
| All | -49.1% | +195.0% | -244.1% | -65.6% |
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