+45.0%
ZM vs SWK
-0.5%
+45.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -5.9% | +11.0% | -16.9% | -7.3% |
| 30D | -5.2% | +30.1% | -35.2% | -8.5% |
| 3M | -11.3% | +14.7% | -25.9% | -13.0% |
| 6M | -14.5% | +44.5% | -59.0% | -18.9% |
| YTD | +4.2% | +59.4% | -55.2% | -3.2% |
| 1Y | +9.3% | +77.5% | -68.2% | 0.0% |
| 3Y | +45.4% | +49.5% | -4.1% | +34.1% |
| 5Y | -66.0% | -24.9% | -41.2% | -71.1% |
| All | +45.0% | -0.5% | +45.5% | +59.0% |
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