+740.8%
WCC vs ZCMD
-100.0%
+840.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.1% | +10.6% | +3.7% |
| 7D | +1.4% | -5.4% | +6.8% | +1.5% |
| 30D | -2.3% | -24.8% | +22.5% | -1.8% |
| 3M | +3.7% | -62.8% | +66.5% | +1.9% |
| 6M | +34.8% | -99.5% | +134.3% | +44.8% |
| YTD | +46.1% | -99.8% | +145.9% | +59.6% |
| 1Y | +62.7% | -99.9% | +162.7% | +82.0% |
| 3Y | +133.6% | -100.0% | +233.6% | +185.2% |
| 5Y | +226.1% | -100.0% | +326.1% | +295.5% |
| All | +740.8% | -100.0% | +840.8% | +1,435.2% |
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