+54.1%
ZM vs WPM
+660.2%
-606.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.2% |
| 7D | -5.7% | -0.6% | -5.1% | -5.6% |
| 30D | -9.1% | +14.4% | -23.5% | -11.2% |
| 3M | +3.5% | +37.0% | -33.5% | -2.3% |
| 6M | +25.7% | +4.1% | +21.5% | +23.6% |
| YTD | +10.8% | +31.7% | -21.0% | +3.1% |
| 1Y | +12.8% | +44.2% | -31.4% | +2.5% |
| 3Y | +33.1% | +265.5% | -232.3% | -4.5% |
| 5Y | -68.3% | +262.5% | -330.8% | -77.6% |
| All | +54.1% | +660.2% | -606.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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