+1.8%
WBD vs ZCMD
-100.0%
+101.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -0.8% |
| 7D | -1.7% | -4.1% | +2.4% | -1.7% |
| 30D | +3.9% | -22.7% | +26.6% | +4.0% |
| 3M | +5.1% | -62.5% | +67.6% | +4.5% |
| 6M | +0.6% | -99.5% | +100.0% | +4.4% |
| YTD | -3.2% | -99.7% | +96.6% | +1.5% |
| 1Y | +127.7% | -99.9% | +227.5% | +141.4% |
| 3Y | +146.6% | -100.0% | +246.5% | +169.5% |
| 5Y | +4.2% | -100.0% | +104.2% | +14.1% |
| All | +1.8% | -100.0% | +101.8% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling