+65.3%
WCN vs ZCMD
-100.0%
+165.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.3% | +0.2% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | -3.4% | -24.8% | +21.4% | -3.4% |
| 3M | +3.0% | -62.8% | +65.8% | +3.1% |
| 6M | -3.8% | -99.5% | +95.8% | -2.0% |
| YTD | -8.3% | -99.8% | +91.4% | -6.5% |
| 1Y | -9.7% | -99.9% | +90.2% | -7.6% |
| 3Y | +17.2% | -100.0% | +117.1% | +19.9% |
| 5Y | +25.3% | -100.0% | +125.3% | +28.2% |
| All | +65.3% | -100.0% | +165.3% | +70.6% |
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