+63.4%
ZM vs SW
+97.6%
-34.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.2% |
| 7D | +2.9% | -5.1% | +8.0% | +3.3% |
| 30D | +0.7% | -4.6% | +5.3% | +0.9% |
| 3M | -3.7% | +9.4% | -13.1% | -4.3% |
| 6M | +29.9% | +3.5% | +26.4% | +29.3% |
| YTD | +17.4% | +22.0% | -4.6% | +15.6% |
| 1Y | +22.4% | +2.2% | +20.2% | +21.5% |
| 3Y | +41.3% | +19.6% | +21.7% | +38.6% |
| 5Y | -66.0% | -2.3% | -63.7% | -67.5% |
| All | +63.4% | +97.6% | -34.2% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling