+1,052.8%
WDC vs ZM
+46.9%
+1,006.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | +4.4% | -2.7% | +7.1% | +4.7% |
| 30D | +5.3% | -10.0% | +15.3% | +6.1% |
| 3M | -5.9% | +1.6% | -7.5% | -6.4% |
| 6M | +73.2% | +25.0% | +48.3% | +68.2% |
| YTD | +167.8% | +10.6% | +157.2% | +162.6% |
| 1Y | +386.0% | +14.0% | +372.0% | +374.7% |
| 3Y | +1,309.7% | +32.5% | +1,277.2% | +1,249.2% |
| 5Y | +957.1% | -68.3% | +1,025.4% | +899.8% |
| All | +1,052.8% | +46.9% | +1,006.0% | +856.6% |
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