+45.0%
ZM vs SW
+90.1%
-45.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | -5.9% | +2.3% | -8.2% | -6.0% |
| 30D | -5.2% | +6.8% | -11.9% | -5.6% |
| 3M | -11.3% | -5.2% | -6.1% | -11.0% |
| 6M | -14.5% | +7.4% | -21.9% | -15.0% |
| YTD | +4.2% | +17.4% | -13.2% | +2.7% |
| 1Y | +9.3% | +27.1% | -17.8% | +7.2% |
| 3Y | +45.4% | +47.9% | -2.5% | +42.2% |
| 5Y | -66.0% | -2.6% | -63.5% | -67.4% |
| All | +45.0% | +90.1% | -45.2% | +57.4% |
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