-4.5%
WAT vs ZCMD
-100.0%
+95.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.7% |
| 30D | -1.0% | -21.6% | +20.6% | -1.0% |
| 3M | +10.9% | -67.4% | +78.3% | +10.7% |
| 6M | +33.2% | -99.4% | +132.6% | +32.7% |
| YTD | +6.1% | -99.7% | +105.8% | +6.7% |
| 1Y | +30.2% | -99.9% | +130.1% | +32.2% |
| 3Y | +52.9% | -100.0% | +152.9% | +58.6% |
| All | -4.5% | -100.0% | +95.5% | -1.7% |
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