-15.3%
WDAY vs ZM
+21.7%
-37.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.3% | -8.6% | -7.4% |
| 7D | -4.4% | +2.9% | -7.3% | -6.2% |
| 30D | +14.7% | +0.7% | +14.1% | +14.5% |
| 3M | +32.4% | -3.7% | +36.1% | +34.1% |
| 6M | +36.9% | +29.9% | +7.0% | +20.8% |
| YTD | -8.8% | +17.4% | -26.3% | -16.2% |
| 1Y | -15.3% | +22.4% | -37.7% | -23.0% |
| All | -15.3% | +21.7% | -37.0% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling