+22.4%
ZM vs GWW
+31.2%
-8.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.3% |
| 7D | +2.9% | +1.4% | +1.6% | +3.0% |
| 30D | +0.7% | +3.3% | -2.6% | +0.8% |
| 3M | -3.7% | +2.9% | -6.6% | -3.9% |
| 6M | +29.9% | +15.8% | +14.1% | +28.3% |
| YTD | +17.4% | +32.0% | -14.6% | +11.6% |
| 1Y | +22.4% | +29.9% | -7.5% | +15.7% |
| All | +22.4% | +31.2% | -8.8% | +15.7% |
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