+61.0%
ZM vs WU
-41.1%
+102.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.8% | +2.0% |
| 7D | +11.0% | -2.0% | +13.1% | +11.3% |
| 30D | +5.6% | +11.4% | -5.8% | +3.8% |
| 3M | -9.1% | -6.8% | -2.3% | -8.4% |
| 6M | -2.6% | -14.6% | +12.1% | -1.1% |
| YTD | +15.7% | -20.6% | +36.3% | +18.5% |
| 1Y | +18.8% | -15.4% | +34.1% | +20.6% |
| 3Y | +62.2% | -23.6% | +85.8% | +65.8% |
| 5Y | -60.9% | -43.4% | -17.5% | -60.0% |
| All | +61.0% | -41.1% | +102.1% | +34.6% |
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