+43.3%
ZM vs SW
+91.9%
-48.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.2% |
| 7D | -9.1% | +4.7% | -13.7% | -9.3% |
| 30D | -5.7% | +5.0% | -10.7% | -6.0% |
| 3M | -11.7% | -7.3% | -4.4% | -11.4% |
| 6M | -18.6% | +15.0% | -33.6% | -19.4% |
| YTD | +2.9% | +18.5% | -15.6% | +1.5% |
| 1Y | +6.3% | +27.1% | -20.8% | +4.3% |
| 3Y | +41.0% | +49.3% | -8.3% | +37.8% |
| 5Y | -66.4% | -1.6% | -64.8% | -67.8% |
| All | +43.3% | +91.9% | -48.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling