+136.6%
SHW vs ZM
+55.9%
+80.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.2% |
| 7D | -3.2% | +2.9% | -6.2% | -3.5% |
| 30D | -9.5% | +0.7% | -10.2% | -9.6% |
| 3M | +11.5% | -3.7% | +15.1% | +11.6% |
| 6M | -3.5% | +29.9% | -33.4% | -6.1% |
| YTD | +3.7% | +17.4% | -13.7% | +1.6% |
| 1Y | -7.9% | +22.4% | -30.3% | -10.2% |
| 3Y | +24.7% | +41.3% | -16.6% | +19.3% |
| 5Y | +13.6% | -66.0% | +79.6% | +11.8% |
| All | +136.6% | +55.9% | +80.8% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling