+991.6%
WDC vs ZM
-67.1%
+1,058.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +7.5% | +0.3% | +7.1% | +7.3% |
| 30D | +10.1% | -10.3% | +20.3% | +12.4% |
| 3M | -6.8% | -0.7% | -6.1% | -7.6% |
| 6M | +84.1% | +24.8% | +59.3% | +69.9% |
| YTD | +180.3% | +11.5% | +168.8% | +164.5% |
| 1Y | +411.1% | +12.3% | +398.8% | +380.0% |
| 3Y | +1,375.0% | +33.5% | +1,341.5% | +1,191.1% |
| 5Y | +991.6% | -67.5% | +1,059.1% | +881.4% |
| All | +991.6% | -67.1% | +1,058.6% | +881.4% |
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