+33.8%
ZM vs WCC
+137.6%
-103.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.5% | -7.3% | -5.3% |
| 7D | +1.6% | +8.5% | -6.9% | +0.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.7% |
| 3M | -4.7% | +2.1% | -6.8% | -5.6% |
| 6M | +24.4% | +36.8% | -12.4% | +14.9% |
| YTD | +11.8% | +47.7% | -36.0% | +0.9% |
| 1Y | +13.4% | +66.5% | -53.2% | -0.8% |
| 3Y | +33.8% | +134.2% | -100.3% | +0.3% |
| All | +33.8% | +137.6% | -103.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling