+152.8%
WM vs ZM
+38.3%
+114.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | +1.2% | -5.9% | +7.1% | +1.2% |
| 30D | +13.1% | -5.2% | +18.2% | +13.0% |
| 3M | +3.6% | -11.3% | +14.9% | +3.6% |
| 6M | +8.1% | -14.5% | +22.6% | +8.0% |
| YTD | +8.9% | +4.2% | +4.7% | +8.9% |
| 1Y | +20.3% | +9.3% | +11.0% | +20.4% |
| 3Y | +46.2% | +45.4% | +0.8% | +46.6% |
| 5Y | +59.9% | -66.0% | +125.9% | +55.3% |
| All | +152.8% | +38.3% | +114.5% | +142.1% |
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