+131.2%
WFC vs ZM
+55.9%
+75.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.8% |
| 7D | +3.8% | +2.9% | +0.8% | +3.7% |
| 30D | +1.5% | +0.7% | +0.8% | +1.5% |
| 3M | +10.9% | -3.7% | +14.6% | +10.9% |
| 6M | +8.4% | +29.9% | -21.4% | +8.0% |
| YTD | -1.9% | +17.4% | -19.3% | -2.2% |
| 1Y | +12.3% | +22.4% | -10.0% | +11.9% |
| 3Y | +132.3% | +41.3% | +91.0% | +131.3% |
| 5Y | +130.1% | -66.0% | +196.1% | +104.0% |
| All | +131.2% | +55.9% | +75.4% | +127.4% |
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