+43.7%
ZM vs SWK
+46.5%
-2.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.8% |
| 7D | -9.1% | +11.3% | -20.3% | -10.9% |
| 30D | -5.7% | +28.1% | -33.8% | -10.0% |
| 3M | -11.7% | +12.6% | -24.3% | -13.8% |
| 6M | -18.6% | +51.7% | -70.3% | -25.2% |
| YTD | +2.9% | +60.0% | -57.0% | -7.5% |
| 1Y | +6.3% | +72.7% | -66.4% | -6.5% |
| All | +43.7% | +46.5% | -2.8% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling