+63.4%
ZM vs WWD
+276.2%
-212.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.2% |
| 7D | +2.9% | +1.3% | +1.7% | +2.9% |
| 30D | +0.7% | -7.2% | +7.9% | +0.8% |
| 3M | -3.7% | -3.8% | +0.2% | -3.7% |
| 6M | +29.9% | -9.9% | +39.8% | +30.0% |
| YTD | +17.4% | +14.8% | +2.6% | +16.5% |
| 1Y | +22.4% | +42.1% | -19.7% | +20.6% |
| 3Y | +41.3% | +170.8% | -129.5% | +38.2% |
| 5Y | -66.0% | +197.5% | -263.5% | -67.7% |
| All | +63.4% | +276.2% | -212.8% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling