+28.3%
WAT vs ZCMD
-99.5%
+127.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | -1.3% | -8.0% | +6.7% | -1.3% |
| 30D | +2.3% | -27.9% | +30.2% | +2.1% |
| 3M | +8.7% | -74.6% | +83.3% | +7.2% |
| 6M | +28.3% | -99.5% | +127.8% | +5.6% |
| All | +28.3% | -99.5% | +127.8% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling