+132.1%
WFC vs ZM
+47.0%
+85.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.4% | -5.7% | +6.0% | +0.4% |
| 30D | +1.5% | -9.1% | +10.6% | +1.6% |
| 3M | +10.2% | +3.5% | +6.7% | +10.1% |
| 6M | +18.8% | +25.7% | -6.9% | +18.3% |
| YTD | -1.5% | +10.8% | -12.3% | -1.8% |
| 1Y | +13.5% | +12.8% | +0.8% | +13.2% |
| 3Y | +135.0% | +33.1% | +101.8% | +134.1% |
| 5Y | +130.1% | -68.3% | +198.4% | +103.9% |
| All | +132.1% | +47.0% | +85.0% | +128.3% |
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