+63.4%
ZM vs BBWI
+13.9%
+49.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.4% | +2.9% |
| 7D | +2.9% | +1.5% | +1.4% | +2.8% |
| 30D | +0.7% | -5.2% | +5.9% | +1.1% |
| 3M | -3.7% | +11.1% | -14.8% | -5.3% |
| 6M | +29.9% | -13.4% | +43.2% | +30.8% |
| YTD | +17.4% | +0.1% | +17.3% | +15.7% |
| 1Y | +22.4% | -36.1% | +58.5% | +26.7% |
| 3Y | +41.3% | -44.1% | +85.4% | +45.5% |
| 5Y | -66.0% | -66.2% | +0.2% | -65.2% |
| All | +63.4% | +13.9% | +49.5% | +147.6% |
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