+9.6%
ZM vs SWK
+87.6%
-78.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.1% | -13.1% | 0.0% |
| 7D | -8.4% | +17.9% | -26.3% | -8.4% |
| 30D | -1.9% | +31.9% | -33.8% | -2.0% |
| 3M | -10.1% | +16.6% | -26.6% | -10.2% |
| 6M | -13.9% | +61.1% | -75.0% | -13.3% |
| YTD | +6.4% | +64.2% | -57.8% | +5.3% |
| 1Y | +9.6% | +85.2% | -75.7% | +2.2% |
| All | +9.6% | +87.6% | -78.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling