+128.8%
WFC vs ZCMD
-100.0%
+228.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | +0.8% | -21.6% | +22.4% | +1.0% |
| 3M | +9.3% | -67.4% | +76.6% | +8.6% |
| 6M | +10.6% | -99.4% | +110.1% | +15.7% |
| YTD | -4.1% | -99.7% | +95.7% | +1.9% |
| 1Y | +13.6% | -99.9% | +113.5% | +22.4% |
| 3Y | +130.7% | -100.0% | +230.7% | +162.9% |
| 5Y | +126.7% | -100.0% | +226.7% | +157.8% |
| All | +128.8% | -100.0% | +228.8% | +207.4% |
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