+22.4%
ZM vs WCC
+61.8%
-39.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.9% | -0.6% | +3.0% |
| 7D | +2.9% | +4.5% | -1.5% | +2.7% |
| 30D | +0.7% | -5.8% | +6.5% | +1.0% |
| 3M | -3.7% | -3.7% | 0.0% | -3.5% |
| 6M | +29.9% | +23.1% | +6.8% | +25.2% |
| YTD | +17.4% | +44.2% | -26.7% | +8.3% |
| 1Y | +22.4% | +62.1% | -39.7% | +10.2% |
| All | +22.4% | +61.8% | -39.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling