+100.8%
WAT vs ZCMD
-100.0%
+200.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.0% | +8.7% | +1.7% |
| 7D | -0.3% | -5.4% | +5.2% | -0.2% |
| 30D | -1.9% | -24.8% | +22.9% | -1.8% |
| 3M | +13.5% | -62.8% | +76.3% | +13.2% |
| 6M | +37.2% | -99.5% | +136.8% | +37.9% |
| YTD | +7.5% | -99.8% | +107.3% | +8.9% |
| 1Y | +35.0% | -99.9% | +134.9% | +38.2% |
| 3Y | +55.1% | -100.0% | +155.1% | +61.7% |
| 5Y | -2.8% | -100.0% | +97.2% | +1.5% |
| All | +100.8% | -100.0% | +200.8% | +112.8% |
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