+1,394.6%
WDC vs ZCMD
-100.0%
+1,494.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.0% |
| 7D | +7.5% | -4.1% | +11.6% | +7.6% |
| 30D | +10.1% | -22.7% | +32.8% | +10.5% |
| 3M | -6.8% | -62.5% | +55.7% | -8.9% |
| 6M | +84.1% | -99.5% | +183.6% | +79.8% |
| YTD | +180.3% | -99.7% | +280.0% | +173.2% |
| 1Y | +411.1% | -99.9% | +511.0% | +398.4% |
| All | +1,394.6% | -100.0% | +1,494.6% | +1,292.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling