+567.0%
WDC vs ZCMD
-100.0%
+667.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -4.9% |
| 7D | +12.1% | -7.7% | +19.8% | +12.3% |
| 30D | -18.8% | -34.8% | +16.0% | -18.0% |
| 3M | -39.3% | -56.3% | +17.0% | -38.3% |
| 6M | -40.1% | -99.7% | +59.5% | -40.5% |
| YTD | +71.8% | -99.9% | +171.7% | +70.8% |
| 1Y | +88.5% | -99.9% | +188.4% | +87.6% |
| 3Y | +770.0% | -100.0% | +870.0% | +773.1% |
| All | +567.0% | -100.0% | +667.0% | +586.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling