+2.3%
WBD vs ZCMD
-100.0%
+102.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.5% |
| 7D | -0.7% | -5.4% | +4.7% | -0.7% |
| 30D | +1.4% | -24.8% | +26.2% | +1.6% |
| 3M | +4.4% | -62.8% | +67.2% | +3.7% |
| 6M | +0.8% | -99.5% | +100.4% | +4.8% |
| YTD | -2.7% | -99.8% | +97.1% | +2.0% |
| 1Y | +73.4% | -99.9% | +173.3% | +84.0% |
| 3Y | +142.1% | -100.0% | +242.1% | +164.9% |
| 5Y | +7.2% | -100.0% | +107.2% | +17.5% |
| All | +2.3% | -100.0% | +102.3% | +31.8% |
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