+305.4%
WAB vs ZCMD
-100.0%
+405.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.1% | +8.1% | +1.2% |
| 7D | +0.1% | -5.4% | +5.6% | +0.2% |
| 30D | -4.1% | -24.8% | +20.7% | -3.7% |
| 3M | +8.2% | -62.8% | +71.0% | +6.6% |
| 6M | +15.4% | -99.5% | +114.9% | +17.2% |
| YTD | +33.1% | -99.8% | +132.9% | +36.0% |
| 1Y | +48.1% | -99.9% | +148.0% | +52.4% |
| 3Y | +167.7% | -100.0% | +267.7% | +185.0% |
| 5Y | +225.7% | -100.0% | +325.7% | +246.8% |
| All | +305.4% | -100.0% | +405.4% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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