+148.7%
SHW vs ZM
+53.5%
+95.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +1.9% | +11.0% | -9.1% | +1.1% |
| 30D | +8.1% | +5.6% | +2.4% | +7.5% |
| 3M | -2.8% | -9.1% | +6.4% | -2.2% |
| 6M | +15.0% | -2.6% | +17.6% | +14.8% |
| YTD | +9.0% | +15.7% | -6.7% | +6.7% |
| 1Y | +4.5% | +18.8% | -14.3% | +2.0% |
| 3Y | +41.9% | +62.2% | -20.3% | +34.3% |
| 5Y | +10.7% | -60.9% | +71.6% | +8.8% |
| All | +148.7% | +53.5% | +95.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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