+133.3%
WM vs ZM
+55.9%
+77.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.2% |
| 7D | -0.3% | +2.9% | -3.3% | -0.3% |
| 30D | -2.4% | +0.7% | -3.1% | -2.4% |
| 3M | +0.4% | -3.7% | +4.1% | +0.4% |
| 6M | -9.5% | +29.9% | -39.4% | -9.4% |
| YTD | +0.5% | +17.4% | -16.9% | +0.6% |
| 1Y | -1.1% | +22.4% | -23.5% | -1.0% |
| 3Y | +46.0% | +41.3% | +4.7% | +46.4% |
| 5Y | +51.8% | -66.0% | +117.8% | +47.0% |
| All | +133.3% | +55.9% | +77.4% | +123.6% |
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 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