+5.8%
WDAY vs ZCMD
-100.0%
+105.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.3% |
| 7D | -5.2% | -5.4% | +0.3% | -5.2% |
| 30D | +5.9% | -24.8% | +30.7% | +5.7% |
| 3M | +42.3% | -62.8% | +105.1% | +42.9% |
| 6M | +34.7% | -99.5% | +134.3% | +39.9% |
| YTD | -13.5% | -99.8% | +86.2% | -8.7% |
| 1Y | -18.1% | -99.9% | +81.8% | -11.5% |
| 3Y | -26.4% | -100.0% | +73.6% | -14.9% |
| 5Y | -30.6% | -100.0% | +69.4% | -19.7% |
| All | +5.8% | -100.0% | +105.8% | +48.1% |
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 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