+61.0%
ZM vs WEC
+96.9%
-36.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.2% |
| 7D | +11.0% | +2.3% | +8.7% | +11.2% |
| 30D | +5.6% | +11.1% | -5.4% | +6.4% |
| 3M | -9.1% | +8.4% | -17.6% | -8.6% |
| 6M | -2.6% | +7.5% | -10.1% | -2.0% |
| YTD | +15.7% | +15.3% | +0.3% | +16.6% |
| 1Y | +18.8% | +9.7% | +9.0% | +19.6% |
| 3Y | +62.2% | +64.7% | -2.5% | +64.8% |
| 5Y | -60.9% | +57.3% | -118.1% | -59.8% |
| All | +61.0% | +96.9% | -36.0% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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