+62.2%
ZM vs NWSA
+32.6%
+29.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.5% | +1.2% |
| 7D | +11.0% | +2.2% | +8.8% | +10.2% |
| 30D | +5.6% | -8.8% | +14.4% | +8.6% |
| 3M | -9.1% | -6.5% | -2.6% | -7.6% |
| 6M | -2.6% | +1.5% | -4.1% | -4.6% |
| YTD | +15.7% | +4.0% | +11.6% | +12.1% |
| 1Y | +18.8% | +3.4% | +15.3% | +15.4% |
| 3Y | +62.2% | +34.8% | +27.3% | +48.6% |
| All | +62.2% | +32.6% | +29.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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