+47.9%
ZM vs SWK
+2.3%
+45.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.7% |
| 7D | -0.3% | +10.7% | -11.0% | -1.7% |
| 30D | -6.2% | +33.3% | -39.5% | -9.8% |
| 3M | -12.2% | +14.7% | -26.9% | -14.0% |
| 6M | -16.0% | +48.5% | -64.5% | -20.6% |
| YTD | +6.3% | +63.9% | -57.6% | -1.5% |
| 1Y | +12.3% | +80.4% | -68.1% | +2.5% |
| 3Y | +51.2% | +58.1% | -6.9% | +38.6% |
| 5Y | -64.5% | -24.5% | -40.0% | -70.0% |
| All | +47.9% | +2.3% | +45.6% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling