+62.2%
ZM vs BWA
+64.0%
-1.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +11.0% | +4.3% | +6.8% | +10.2% |
| 30D | +5.6% | -13.0% | +18.7% | +8.2% |
| 3M | -9.1% | -24.8% | +15.7% | -4.8% |
| 6M | -2.6% | -23.5% | +20.9% | +1.3% |
| YTD | +15.7% | +13.8% | +1.8% | +7.3% |
| 1Y | +18.8% | +13.4% | +5.3% | +10.2% |
| 3Y | +62.2% | +62.8% | -0.6% | +33.8% |
| All | +62.2% | +64.0% | -1.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling