+54.1%
ZM vs WWD
+266.5%
-212.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.1% |
| 7D | -5.7% | -2.6% | -3.1% | -5.6% |
| 30D | -9.1% | -6.9% | -2.2% | -9.0% |
| 3M | +3.5% | -13.0% | +16.6% | +3.7% |
| 6M | +25.7% | -12.5% | +38.1% | +25.8% |
| YTD | +10.8% | +11.8% | -1.1% | +9.9% |
| 1Y | +12.8% | +41.1% | -28.3% | +11.1% |
| 3Y | +33.1% | +163.1% | -129.9% | +30.3% |
| 5Y | -68.3% | +187.6% | -255.9% | -69.9% |
| All | +54.1% | +266.5% | -212.4% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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