+749.9%
WCC vs ZCMD
-100.0%
+849.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.5% |
| 7D | +8.5% | -1.4% | +9.9% | +8.5% |
| 30D | -1.0% | -21.6% | +20.6% | -0.6% |
| 3M | +2.1% | -67.4% | +69.5% | +0.8% |
| 6M | +36.8% | -99.4% | +136.3% | +46.2% |
| YTD | +47.7% | -99.7% | +147.5% | +61.1% |
| 1Y | +66.5% | -99.9% | +166.4% | +85.4% |
| 3Y | +134.2% | -100.0% | +234.1% | +185.6% |
| 5Y | +231.6% | -100.0% | +331.6% | +300.3% |
| All | +749.9% | -100.0% | +849.9% | +1,450.3% |
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