+678.4%
WDC vs ZM
+50.3%
+628.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +16.3% | +10.0% | +6.3% | +15.2% |
| 30D | -18.3% | -0.5% | -17.8% | -18.1% |
| 3M | -31.4% | -7.1% | -24.4% | -31.0% |
| 6M | -36.3% | -5.1% | -31.2% | -36.2% |
| YTD | +80.8% | +13.2% | +67.6% | +77.2% |
| 1Y | +87.7% | +15.3% | +72.4% | +83.5% |
| 3Y | +819.4% | +57.4% | +762.0% | +768.6% |
| 5Y | +583.2% | -61.7% | +644.9% | +547.9% |
| All | +678.4% | +50.3% | +628.1% | +545.4% |
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 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