+63.4%
ZM vs SWK
-16.4%
+79.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +2.9% | -0.4% | +3.4% | +3.0% |
| 30D | +0.7% | -5.7% | +6.4% | +1.4% |
| 3M | -3.7% | +24.1% | -27.8% | -6.6% |
| 6M | +29.9% | +24.7% | +5.2% | +25.4% |
| YTD | +17.4% | +33.9% | -16.5% | +11.9% |
| 1Y | +22.4% | +34.7% | -12.3% | +16.3% |
| 3Y | +41.3% | +15.3% | +26.0% | +34.6% |
| 5Y | -66.0% | -39.3% | -26.7% | -70.5% |
| All | +63.4% | -16.4% | +79.9% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling