+222.3%
WAB vs ZCMD
-100.0%
+322.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | -0.2% |
| 30D | -5.9% | -19.8% | +13.9% | -5.6% |
| 3M | +9.4% | -62.1% | +71.4% | +8.0% |
| 6M | +13.8% | -99.5% | +113.3% | +12.4% |
| YTD | +31.8% | -99.7% | +131.5% | +30.1% |
| 1Y | +48.5% | -99.9% | +148.4% | +46.3% |
| 3Y | +167.0% | -100.0% | +266.9% | +160.9% |
| 5Y | +222.3% | -100.0% | +322.3% | +216.2% |
| All | +222.3% | -100.0% | +322.3% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling