-65.3%
ZM vs SW
-0.1%
-65.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -8.4% | +12.1% | -20.4% | -9.9% |
| 30D | -1.9% | +6.6% | -8.5% | -2.9% |
| 3M | -10.1% | -6.0% | -4.1% | -9.4% |
| 6M | -13.9% | +21.5% | -35.3% | -16.7% |
| YTD | +6.4% | +20.3% | -13.9% | +2.3% |
| 1Y | +9.6% | +28.1% | -18.6% | +4.2% |
| 3Y | +45.8% | +51.6% | -5.8% | +33.2% |
| All | -65.3% | -0.1% | -65.2% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling