+61.0%
ZM vs WAB
+301.9%
-240.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.2% |
| 7D | +11.0% | +5.1% | +6.0% | +10.6% |
| 30D | +5.6% | +4.0% | +1.6% | +5.3% |
| 3M | -9.1% | +0.1% | -9.2% | -9.2% |
| 6M | -2.6% | +12.8% | -15.4% | -3.8% |
| YTD | +15.7% | +40.1% | -24.4% | +11.3% |
| 1Y | +18.8% | +46.4% | -27.6% | +13.7% |
| 3Y | +62.2% | +167.4% | -105.2% | +49.5% |
| 5Y | -60.9% | +215.0% | -275.9% | -64.6% |
| All | +61.0% | +301.9% | -240.9% | +82.4% |
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