+2.5%
WFC vs ZM
+8.0%
-5.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.5% | -8.4% | +12.9% | +5.0% |
| 30D | +7.4% | -1.9% | +9.3% | +7.4% |
| 3M | -0.5% | -10.1% | +9.5% | -0.1% |
| 6M | +11.7% | -13.9% | +25.6% | +12.2% |
| YTD | -4.6% | +6.4% | -11.1% | -7.8% |
| 1Y | +2.5% | +9.6% | -7.0% | -1.5% |
| All | +2.5% | +8.0% | -5.5% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling