+43.3%
ZM vs SWK
-0.2%
+43.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.0% |
| 7D | -9.1% | +11.3% | -20.3% | -10.4% |
| 30D | -5.7% | +28.1% | -33.8% | -8.9% |
| 3M | -11.7% | +12.6% | -24.3% | -13.3% |
| 6M | -18.6% | +51.7% | -70.3% | -23.3% |
| YTD | +2.9% | +60.0% | -57.0% | -4.3% |
| 1Y | +6.3% | +72.7% | -66.4% | -2.4% |
| 3Y | +41.0% | +46.3% | -5.3% | +30.4% |
| 5Y | -66.4% | -24.6% | -41.8% | -71.4% |
| All | +43.3% | -0.2% | +43.4% | +57.1% |
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