+63.4%
ZM vs WU
-39.4%
+102.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.4% |
| 7D | +2.9% | -0.8% | +3.8% | +3.1% |
| 30D | +0.7% | -1.1% | +1.8% | +0.8% |
| 3M | -3.7% | -3.9% | +0.2% | -3.8% |
| 6M | +29.9% | -20.7% | +50.5% | +33.4% |
| YTD | +17.4% | -18.4% | +35.8% | +20.1% |
| 1Y | +22.4% | -8.1% | +30.5% | +22.9% |
| 3Y | +41.3% | -24.2% | +65.4% | +44.6% |
| 5Y | -66.0% | -50.4% | -15.6% | -66.3% |
| All | +63.4% | -39.4% | +102.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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