+286.3%
WMB vs ZM
+55.9%
+230.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.2% |
| 7D | +0.6% | +2.9% | -2.4% | +0.6% |
| 30D | +3.3% | +0.7% | +2.6% | +3.3% |
| 3M | +3.1% | -3.7% | +6.8% | +3.2% |
| 6M | -0.7% | +29.9% | -30.6% | -0.6% |
| YTD | +25.2% | +17.4% | +7.7% | +25.2% |
| 1Y | +32.9% | +22.4% | +10.5% | +32.9% |
| 3Y | +140.6% | +41.3% | +99.3% | +140.6% |
| 5Y | +273.5% | -66.0% | +339.5% | +253.4% |
| All | +286.3% | +55.9% | +230.4% | +282.3% |
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