+63.4%
ZM vs WAB
+281.5%
-218.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.5% | +3.2% |
| 7D | +2.9% | -3.2% | +6.2% | +3.2% |
| 30D | +0.7% | -4.4% | +5.1% | +1.0% |
| 3M | -3.7% | +7.9% | -11.5% | -4.5% |
| 6M | +29.9% | +8.7% | +21.2% | +28.4% |
| YTD | +17.4% | +33.0% | -15.5% | +13.5% |
| 1Y | +22.4% | +46.7% | -24.3% | +17.0% |
| 3Y | +41.3% | +153.0% | -111.7% | +30.8% |
| 5Y | -66.0% | +222.3% | -288.3% | -68.7% |
| All | +63.4% | +281.5% | -218.1% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling