+46.6%
ZM vs SWK
+0.8%
+45.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -1.0% | +11.3% | -12.3% | -2.5% |
| 30D | -7.0% | +31.5% | -38.5% | -10.4% |
| 3M | -15.2% | +14.4% | -29.6% | -16.8% |
| 6M | -16.8% | +46.4% | -63.2% | -21.2% |
| YTD | +5.4% | +61.6% | -56.2% | -2.2% |
| 1Y | +9.3% | +78.7% | -69.4% | -0.1% |
| 3Y | +46.5% | +54.4% | -7.9% | +34.6% |
| 5Y | -63.8% | -25.3% | -38.5% | -69.3% |
| All | +46.6% | +0.8% | +45.8% | +60.6% |
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