+957.3%
WDC vs ZCMD
-100.0%
+1,057.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.7% | +9.6% | +6.0% |
| 7D | +1.7% | -8.0% | +9.7% | +2.0% |
| 30D | -10.0% | -27.9% | +17.9% | -9.2% |
| 3M | -18.8% | -74.6% | +55.8% | -20.2% |
| 6M | +79.0% | -99.5% | +178.5% | +84.9% |
| YTD | +171.6% | -99.7% | +271.3% | +184.6% |
| 1Y | +417.4% | -99.9% | +517.3% | +451.9% |
| 3Y | +1,251.8% | -100.0% | +1,351.8% | +1,465.6% |
| 5Y | +911.7% | -100.0% | +1,011.7% | +1,081.1% |
| All | +957.3% | -100.0% | +1,057.3% | +1,514.2% |
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