+29.8%
WEC vs ZCMD
-100.0%
+129.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.0% | 0.0% |
| 7D | -0.6% | -5.4% | +4.9% | -0.6% |
| 30D | -2.6% | -24.8% | +22.2% | -2.7% |
| 3M | -6.0% | -62.8% | +56.8% | -5.8% |
| 6M | -5.4% | -99.5% | +94.1% | -5.6% |
| YTD | +2.5% | -99.8% | +102.2% | +2.0% |
| 1Y | -0.7% | -99.9% | +99.2% | -1.5% |
| 3Y | +38.7% | -100.0% | +138.7% | +36.0% |
| 5Y | +31.7% | -100.0% | +131.7% | +29.1% |
| All | +29.8% | -100.0% | +129.8% | +25.7% |
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 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