+190.2%
WMB vs ZM
-64.9%
+255.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.6% |
| 7D | -6.7% | -0.3% | -6.4% | -6.6% |
| 30D | -8.6% | -6.2% | -2.4% | -8.3% |
| 3M | -4.9% | -12.2% | +7.3% | -4.4% |
| 6M | -6.3% | -16.0% | +9.7% | -5.6% |
| YTD | +13.0% | +6.3% | +6.7% | +11.6% |
| 1Y | +14.9% | +12.3% | +2.7% | +12.9% |
| 3Y | +113.4% | +51.2% | +62.2% | +104.0% |
| 5Y | +190.2% | -64.5% | +254.7% | +170.5% |
| All | +190.2% | -64.9% | +255.0% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling