-67.5%
ZM vs BWA
+89.5%
-157.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -10.3% | -5.6% | -4.7% | -8.8% |
| 3M | -0.7% | -10.7% | +10.0% | +2.4% |
| 6M | +24.8% | +23.2% | +1.6% | +14.2% |
| YTD | +11.5% | +46.0% | -34.5% | -6.7% |
| 1Y | +12.3% | +51.2% | -38.8% | -7.6% |
| 3Y | +33.5% | +69.6% | -36.1% | +1.5% |
| 5Y | -67.5% | +86.6% | -154.1% | -78.9% |
| All | -67.5% | +89.5% | -157.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling