+261.7%
WMB vs ZM
+50.9%
+210.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.9% | -5.7% | +2.2% |
| 7D | +1.6% | +6.8% | -5.2% | +1.6% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -4.0% | -7.5% | +3.5% | -4.0% |
| 6M | -5.7% | -8.4% | +2.7% | -5.7% |
| YTD | +17.2% | +13.7% | +3.5% | +17.2% |
| 1Y | +17.2% | +15.9% | +1.2% | +17.2% |
| 3Y | +121.1% | +58.0% | +63.0% | +121.5% |
| 5Y | +197.2% | -60.4% | +257.6% | +183.5% |
| All | +261.7% | +50.9% | +210.8% | +257.8% |
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