+214.8%
WCC vs ZCMD
-100.0%
+314.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.2% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | -6.1% | -19.8% | +13.8% | -5.9% |
| 3M | +3.1% | -62.1% | +65.2% | +2.4% |
| 6M | +28.2% | -99.5% | +127.7% | +28.0% |
| YTD | +41.1% | -99.7% | +140.8% | +40.7% |
| 1Y | +61.3% | -99.9% | +161.2% | +60.4% |
| 3Y | +123.6% | -100.0% | +223.6% | +113.7% |
| 5Y | +214.8% | -100.0% | +314.8% | +196.8% |
| All | +214.8% | -100.0% | +314.8% | +196.8% |
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 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