-18.1%
WDAY vs ZCMD
-99.9%
+81.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.1% |
| 7D | -5.2% | -5.4% | +0.3% | -5.3% |
| 30D | +5.9% | -24.8% | +30.7% | +5.2% |
| 3M | +42.3% | -62.8% | +105.1% | +44.7% |
| 6M | +34.7% | -99.5% | +134.3% | +21.7% |
| YTD | -13.5% | -99.8% | +86.2% | -20.1% |
| 1Y | -18.1% | -99.9% | +81.8% | -21.8% |
| All | -18.1% | -99.9% | +81.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling