+43.7%
ZM vs SW
+40.4%
+3.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -9.1% | +4.7% | -13.7% | -9.6% |
| 30D | -5.7% | +5.0% | -10.7% | -6.4% |
| 3M | -11.7% | -7.3% | -4.4% | -10.9% |
| 6M | -18.6% | +15.0% | -33.6% | -20.5% |
| YTD | +2.9% | +18.5% | -15.6% | -0.9% |
| 1Y | +6.3% | +27.1% | -20.8% | +0.9% |
| All | +43.7% | +40.4% | +3.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling