+33.8%
ZM vs BWA
+72.9%
-39.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.5% |
| 7D | +1.6% | +4.3% | -2.7% | +1.0% |
| 30D | -7.7% | -2.9% | -4.8% | -7.3% |
| 3M | -4.7% | -12.4% | +7.8% | -2.7% |
| 6M | +24.4% | +28.6% | -4.1% | +17.7% |
| YTD | +11.8% | +48.2% | -36.5% | +0.4% |
| 1Y | +13.4% | +50.9% | -37.6% | +1.1% |
| 3Y | +33.8% | +72.2% | -38.3% | +7.9% |
| All | +33.8% | +72.9% | -39.1% | +7.9% |
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