+54.0%
ZM vs WTW
+94.7%
-40.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -2.7% | -7.8% | +5.1% | -1.3% |
| 30D | -10.0% | -7.9% | -2.1% | -8.7% |
| 3M | +1.6% | +19.9% | -18.4% | -1.9% |
| 6M | +25.0% | +9.8% | +15.2% | +22.3% |
| YTD | +10.6% | -3.3% | +14.0% | +10.4% |
| 1Y | +14.0% | -3.3% | +17.2% | +13.5% |
| 3Y | +32.5% | +61.5% | -29.1% | +18.3% |
| 5Y | -68.3% | +42.6% | -110.9% | -71.4% |
| All | +54.0% | +94.7% | -40.7% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling