+48.1%
ZM vs SW
+94.9%
-46.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.2% |
| 7D | -8.4% | +12.1% | -20.4% | -9.0% |
| 30D | -1.9% | +6.6% | -8.5% | -2.3% |
| 3M | -10.1% | -6.0% | -4.1% | -9.8% |
| 6M | -13.9% | +21.5% | -35.3% | -15.0% |
| YTD | +6.4% | +20.3% | -13.9% | +4.8% |
| 1Y | +9.6% | +28.1% | -18.6% | +7.4% |
| 3Y | +45.8% | +51.6% | -5.8% | +42.4% |
| 5Y | -67.5% | -0.1% | -67.3% | -68.8% |
| All | +48.1% | +94.9% | -46.7% | +60.6% |
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 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