+55.1%
ZM vs WSM
+822.7%
-767.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -0.2% |
| 30D | -10.3% | -9.3% | -1.0% | -8.5% |
| 3M | -0.7% | +7.1% | -7.8% | -2.2% |
| 6M | +24.8% | +21.7% | +3.1% | +19.3% |
| YTD | +11.5% | +28.7% | -17.3% | +4.9% |
| 1Y | +12.3% | +13.9% | -1.5% | +8.3% |
| 3Y | +33.5% | +232.2% | -198.7% | -4.4% |
| 5Y | -67.5% | +176.4% | -243.9% | -76.9% |
| All | +55.1% | +822.7% | -767.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 all: compounded portfolio wealth divided by compounded WSM 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…
all analysis · Full analysis span regression · 6 months rolling