+126.3%
WAT vs ZCMD
-100.0%
+226.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | +0.6% | -7.7% | +8.3% | +0.6% |
| 30D | +5.4% | -34.8% | +40.2% | +5.5% |
| 3M | +11.3% | -56.3% | +67.6% | +11.5% |
| 6M | +37.4% | -99.7% | +137.1% | +38.1% |
| YTD | +21.2% | -99.9% | +121.0% | +22.8% |
| 1Y | +21.3% | -99.9% | +121.3% | +23.6% |
| 3Y | +83.4% | -100.0% | +183.4% | +90.9% |
| 5Y | +29.0% | -100.0% | +129.0% | +35.1% |
| All | +126.3% | -100.0% | +226.3% | +140.1% |
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