+33.1%
ZM vs WY
-24.8%
+57.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.7% | -4.2% | -1.5% | -4.7% |
| 30D | -9.1% | -10.1% | +1.0% | -6.7% |
| 3M | +3.5% | -8.5% | +12.0% | +5.6% |
| 6M | +25.7% | -3.3% | +29.0% | +25.3% |
| YTD | +10.8% | -4.4% | +15.2% | +9.9% |
| 1Y | +12.8% | -11.5% | +24.2% | +14.9% |
| 3Y | +33.1% | -24.3% | +57.5% | +40.0% |
| All | +33.1% | -24.8% | +57.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling