+911.8%
WDC vs ZCMD
-100.0%
+1,011.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.1% | +4.1% | -2.8% |
| 7D | -4.3% | -5.4% | +1.1% | -4.1% |
| 30D | -1.5% | -24.8% | +23.3% | -0.9% |
| 3M | -15.5% | -62.8% | +47.3% | -17.6% |
| 6M | +66.5% | -99.5% | +166.0% | +72.6% |
| YTD | +159.9% | -99.8% | +259.6% | +172.8% |
| 1Y | +366.0% | -99.9% | +465.9% | +399.6% |
| 3Y | +1,285.8% | -100.0% | +1,385.8% | +1,506.6% |
| 5Y | +925.6% | -100.0% | +1,025.6% | +1,092.9% |
| All | +911.8% | -100.0% | +1,011.8% | +1,447.3% |
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 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