+133.3%
WFC vs ZCMD
-100.0%
+233.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.9% |
| 7D | +0.4% | -4.1% | +4.6% | +0.4% |
| 30D | +2.5% | -22.7% | +25.2% | +2.5% |
| 3M | +10.0% | -62.5% | +72.5% | +9.8% |
| 6M | +15.1% | -99.5% | +114.5% | +16.9% |
| YTD | -2.2% | -99.7% | +97.5% | -0.1% |
| 1Y | +13.5% | -99.9% | +113.3% | +16.3% |
| All | +133.3% | -100.0% | +233.3% | +130.5% |
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