+54.0%
ZM vs WAB
+278.0%
-224.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -10.0% | -5.9% | -4.1% | -9.6% |
| 3M | +1.6% | +9.4% | -7.8% | +0.6% |
| 6M | +25.0% | +13.8% | +11.1% | +22.9% |
| YTD | +10.6% | +31.8% | -21.1% | +7.0% |
| 1Y | +14.0% | +48.5% | -34.6% | +8.8% |
| 3Y | +32.5% | +167.0% | -134.5% | +22.5% |
| 5Y | -68.3% | +222.3% | -290.7% | -70.7% |
| All | +54.0% | +278.0% | -224.1% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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