+9.6%
ZM vs GWW
+55.5%
-45.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | +0.5% |
| 7D | -8.4% | +11.1% | -19.5% | -7.7% |
| 30D | -1.9% | +15.7% | -17.6% | -0.9% |
| 3M | -10.1% | +14.8% | -24.8% | -9.2% |
| 6M | -13.9% | +30.9% | -44.8% | -12.4% |
| YTD | +6.4% | +48.5% | -42.0% | +6.7% |
| 1Y | +9.6% | +57.1% | -47.5% | +7.4% |
| All | +9.6% | +55.5% | -45.9% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling