+165.1%
WAB vs ZCMD
-100.0%
+265.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -1.5% |
| 7D | +0.2% | -4.1% | +4.4% | +0.3% |
| 30D | -4.6% | -22.7% | +18.2% | -4.3% |
| 3M | +5.6% | -62.5% | +68.1% | +4.2% |
| 6M | +13.8% | -99.5% | +113.3% | +12.4% |
| YTD | +31.9% | -99.7% | +131.6% | +30.1% |
| 1Y | +48.3% | -99.9% | +148.2% | +45.9% |
| All | +165.1% | -100.0% | +265.1% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling