+32.0%
WEC vs ZCMD
-100.0%
+132.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +0.3% | -21.6% | +21.9% | +0.3% |
| 3M | -2.9% | -67.4% | +64.4% | -2.7% |
| 6M | -5.9% | -99.4% | +93.5% | -6.1% |
| YTD | +4.1% | -99.7% | +103.9% | +3.7% |
| 1Y | +3.1% | -99.9% | +103.0% | +2.3% |
| 3Y | +40.8% | -100.0% | +140.8% | +38.1% |
| 5Y | +31.7% | -100.0% | +131.7% | +29.1% |
| All | +32.0% | -100.0% | +132.0% | +27.8% |
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 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