+97.3%
WM vs ZCMD
-100.0%
+197.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -1.2% | -4.1% | +3.0% | -1.2% |
| 30D | -4.5% | -22.7% | +18.2% | -4.5% |
| 3M | -2.2% | -62.5% | +60.3% | -2.2% |
| 6M | -11.5% | -99.5% | +88.0% | -10.7% |
| YTD | -0.7% | -99.7% | +99.1% | +0.3% |
| 1Y | +0.3% | -99.9% | +100.2% | +1.4% |
| 3Y | +44.2% | -100.0% | +144.2% | +46.0% |
| 5Y | +51.6% | -100.0% | +151.6% | +53.4% |
| All | +97.3% | -100.0% | +197.3% | +98.6% |
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