+126.3%
WFC vs ZM
+61.1%
+65.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +2.5% | +11.0% | -8.5% | +0.7% |
| 30D | +7.0% | +5.6% | +1.4% | +5.8% |
| 3M | -1.8% | -9.1% | +7.4% | -0.5% |
| 6M | +18.4% | -2.6% | +21.0% | +17.8% |
| YTD | -5.6% | +15.7% | -21.3% | -10.7% |
| 1Y | +3.9% | +18.8% | -14.9% | -2.5% |
| 3Y | +126.3% | +62.2% | +64.2% | +99.0% |
| All | +126.3% | +61.1% | +65.3% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling