+61.0%
ZM vs BBWI
+24.9%
+36.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.7% | +2.0% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | +5.6% | +12.9% | -7.2% | +4.0% |
| 3M | -9.1% | +16.0% | -25.1% | -11.2% |
| 6M | -2.6% | +16.6% | -19.2% | -5.3% |
| YTD | +15.7% | +9.7% | +5.9% | +12.4% |
| 1Y | +18.8% | +1.5% | +17.3% | +15.9% |
| 3Y | +62.2% | -21.4% | +83.5% | +60.4% |
| 5Y | -60.9% | -67.6% | +6.7% | -60.5% |
| All | +61.0% | +24.9% | +36.1% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling