+39.8%
WEC vs ZCMD
-100.0%
+139.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -0.8% |
| 7D | +0.4% | -4.1% | +4.5% | +0.4% |
| 30D | +0.9% | -22.7% | +23.6% | +0.9% |
| 3M | -5.3% | -62.5% | +57.2% | -5.2% |
| 6M | -6.6% | -99.5% | +92.9% | -6.1% |
| YTD | +3.3% | -99.7% | +103.0% | +3.6% |
| 1Y | +2.1% | -99.9% | +102.0% | +2.1% |
| All | +39.8% | -100.0% | +139.8% | +35.8% |
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