+54.0%
ZM vs BBWI
+1.9%
+52.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -2.7% | -8.0% | +5.3% | -1.7% |
| 30D | -10.0% | -6.6% | -3.4% | -9.4% |
| 3M | +1.6% | -2.7% | +4.3% | +1.5% |
| 6M | +25.0% | -12.8% | +37.8% | +25.8% |
| YTD | +10.6% | -10.5% | +21.1% | +10.5% |
| 1Y | +14.0% | -35.3% | +49.3% | +17.8% |
| 3Y | +32.5% | -47.7% | +80.2% | +37.6% |
| 5Y | -68.3% | -68.9% | +0.5% | -67.1% |
| All | +54.0% | +1.9% | +52.1% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling