+133.3%
WFC vs ZM
+34.4%
+99.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +2.5% | -10.3% | +12.7% | +4.2% |
| 3M | +10.0% | -0.7% | +10.7% | +9.6% |
| 6M | +15.1% | +24.8% | -9.8% | +7.5% |
| YTD | -2.2% | +11.5% | -13.7% | -6.7% |
| 1Y | +13.5% | +12.3% | +1.1% | +7.8% |
| All | +133.3% | +34.4% | +99.0% | +101.6% |
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