+54.0%
ZM vs WCC
+526.4%
-472.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.4% |
| 7D | -2.7% | +1.7% | -4.4% | -2.9% |
| 30D | -10.0% | -6.1% | -3.9% | -9.4% |
| 3M | +1.6% | +3.1% | -1.5% | +0.8% |
| 6M | +25.0% | +28.2% | -3.3% | +20.2% |
| YTD | +10.6% | +41.1% | -30.5% | +4.9% |
| 1Y | +14.0% | +61.3% | -47.3% | +6.1% |
| 3Y | +32.5% | +123.6% | -91.2% | +16.9% |
| 5Y | -68.3% | +214.8% | -283.1% | -72.6% |
| All | +54.0% | +526.4% | -472.4% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling