+54.0%
ZM vs FWONK
+162.3%
-108.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | -10.0% | -6.8% | -3.2% | -9.0% |
| 3M | +1.6% | +7.7% | -6.1% | +0.3% |
| 6M | +25.0% | +11.0% | +14.0% | +22.7% |
| YTD | +10.6% | -3.1% | +13.7% | +10.9% |
| 1Y | +14.0% | -3.5% | +17.4% | +14.2% |
| 3Y | +32.5% | +44.6% | -12.1% | +25.5% |
| 5Y | -68.3% | +98.3% | -166.6% | -69.7% |
| All | +54.0% | +162.3% | -108.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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