-67.5%
ZM vs WAB
+224.0%
-291.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -10.3% | -4.6% | -5.7% | -8.6% |
| 3M | -0.7% | +5.6% | -6.3% | -4.3% |
| 6M | +24.8% | +13.8% | +11.0% | +14.3% |
| YTD | +11.5% | +31.9% | -20.4% | -6.5% |
| 1Y | +12.3% | +48.3% | -35.9% | -12.1% |
| 3Y | +33.5% | +167.1% | -133.7% | -30.7% |
| 5Y | -67.5% | +222.9% | -290.4% | -85.3% |
| All | -67.5% | +224.0% | -291.5% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling