-1.1%
WDAY vs ZM
+47.0%
-48.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -5.7% | +0.5% | -3.5% |
| 30D | +5.9% | -9.1% | +15.0% | +9.0% |
| 3M | +42.3% | +3.5% | +38.7% | +41.3% |
| 6M | +34.7% | +25.7% | +9.1% | +27.1% |
| YTD | -13.5% | +10.8% | -24.3% | -15.9% |
| 1Y | -18.1% | +12.8% | -30.8% | -20.8% |
| 3Y | -26.4% | +33.1% | -59.5% | -32.6% |
| 5Y | -30.6% | -68.3% | +37.7% | -20.3% |
| All | -1.1% | +47.0% | -48.2% | -19.6% |
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