+54.1%
ZM vs WTW
+94.8%
-40.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -5.7% | -5.7% | 0.0% | -4.6% |
| 30D | -9.1% | -7.3% | -1.8% | -7.9% |
| 3M | +3.5% | +21.5% | -17.9% | -0.2% |
| 6M | +25.7% | +9.6% | +16.0% | +23.0% |
| YTD | +10.8% | -3.3% | +14.0% | +10.5% |
| 1Y | +12.8% | -6.1% | +18.9% | +13.0% |
| 3Y | +33.1% | +61.8% | -28.7% | +18.8% |
| 5Y | -68.3% | +42.7% | -111.0% | -71.4% |
| All | +54.1% | +94.8% | -40.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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