+160.9%
WM vs ZM
+53.5%
+107.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.1% |
| 7D | +3.2% | +11.0% | -7.8% | +3.3% |
| 30D | +13.0% | +5.6% | +7.4% | +13.1% |
| 3M | +9.2% | -9.1% | +18.4% | +9.2% |
| 6M | +13.6% | -2.6% | +16.2% | +13.7% |
| YTD | +12.4% | +15.7% | -3.3% | +12.5% |
| 1Y | +21.2% | +18.8% | +2.5% | +21.3% |
| 3Y | +48.7% | +62.2% | -13.5% | +49.3% |
| 5Y | +61.9% | -60.9% | +122.7% | +57.6% |
| All | +160.9% | +53.5% | +107.3% | +150.0% |
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 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