+639.4%
WDC vs ZM
+53.5%
+585.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.1% | -7.1% | -5.2% |
| 7D | +12.1% | +11.0% | +1.0% | +11.0% |
| 30D | -18.8% | +5.6% | -24.4% | -19.1% |
| 3M | -39.3% | -9.1% | -30.2% | -38.8% |
| 6M | -40.1% | -2.6% | -37.6% | -40.2% |
| YTD | +71.8% | +15.7% | +56.1% | +68.0% |
| 1Y | +88.5% | +18.8% | +69.7% | +83.7% |
| 3Y | +770.0% | +62.2% | +707.8% | +719.5% |
| 5Y | +549.0% | -60.9% | +609.9% | +514.2% |
| All | +639.4% | +53.5% | +585.9% | +511.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling