+307.2%
WAB vs ZCMD
-100.0%
+407.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -2.4% | -21.6% | +19.2% | -2.1% |
| 3M | +9.7% | -67.4% | +77.0% | +8.2% |
| 6M | +16.5% | -99.4% | +116.0% | +18.0% |
| YTD | +33.7% | -99.7% | +133.5% | +36.5% |
| 1Y | +49.7% | -99.9% | +149.6% | +53.8% |
| 3Y | +170.9% | -100.0% | +270.9% | +188.2% |
| 5Y | +228.0% | -100.0% | +328.0% | +248.5% |
| All | +307.2% | -100.0% | +407.2% | +445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling