+55.1%
ZM vs BBWI
+3.4%
+51.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.5% |
| 7D | +0.3% | -4.4% | +4.8% | +0.9% |
| 30D | -10.3% | -7.4% | -2.9% | -9.6% |
| 3M | -0.7% | -2.2% | +1.6% | -0.8% |
| 6M | +24.8% | -16.3% | +41.1% | +26.3% |
| YTD | +11.5% | -9.1% | +20.6% | +11.1% |
| 1Y | +12.3% | -34.5% | +46.9% | +15.9% |
| 3Y | +33.5% | -47.0% | +80.4% | +38.4% |
| 5Y | -67.5% | -68.8% | +1.4% | -66.3% |
| All | +55.1% | +3.4% | +51.7% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling