-33.5%
WDAY vs ZM
-60.9%
+27.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.0% |
| 7D | +1.8% | +11.0% | -9.2% | -3.2% |
| 30D | +4.1% | +5.6% | -1.6% | +1.0% |
| 3M | -4.8% | -9.1% | +4.3% | -1.3% |
| 6M | +68.6% | -2.6% | +71.2% | +69.5% |
| YTD | -8.5% | +15.7% | -24.2% | -15.6% |
| 1Y | -12.1% | +18.8% | -30.9% | -19.9% |
| 3Y | -13.2% | +62.2% | -75.4% | -33.1% |
| All | -33.5% | -60.9% | +27.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling