+33.0%
ZM vs GWW
+88.4%
-55.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | -10.0% | -2.3% | -7.7% | -9.5% |
| 3M | +1.6% | -3.3% | +4.9% | +2.0% |
| 6M | +25.0% | +15.4% | +9.6% | +18.8% |
| YTD | +10.6% | +26.7% | -16.1% | +1.1% |
| 1Y | +14.0% | +29.0% | -15.0% | +3.3% |
| All | +33.0% | +88.4% | -55.4% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling