+6.2%
WDAY vs ZCMD
-100.0%
+106.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -6.1% | -1.4% | -4.7% | -6.1% |
| 30D | +3.7% | -21.6% | +25.3% | +3.5% |
| 3M | +29.6% | -67.4% | +96.9% | +30.4% |
| 6M | +23.3% | -99.4% | +122.8% | +27.6% |
| YTD | -13.3% | -99.7% | +86.5% | -8.4% |
| 1Y | -19.6% | -99.9% | +80.2% | -13.4% |
| 3Y | -25.7% | -100.0% | +74.3% | -14.1% |
| 5Y | -31.6% | -100.0% | +68.4% | -20.9% |
| All | +6.2% | -100.0% | +106.2% | +48.6% |
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 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