+134.9%
WFC vs ZCMD
-100.0%
+234.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +1.0% |
| 7D | +0.4% | -5.4% | +5.8% | +0.4% |
| 30D | +1.5% | -24.8% | +26.3% | +1.7% |
| 3M | +10.2% | -62.8% | +73.0% | +9.3% |
| 6M | +18.8% | -99.5% | +118.3% | +24.7% |
| YTD | -1.5% | -99.8% | +98.2% | +4.7% |
| 1Y | +13.5% | -99.9% | +113.5% | +22.7% |
| 3Y | +135.0% | -100.0% | +234.9% | +167.8% |
| 5Y | +130.1% | -100.0% | +230.1% | +162.1% |
| All | +134.9% | -100.0% | +234.9% | +215.6% |
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