+48.7%
WM vs ZCMD
-100.0%
+148.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +3.2% | -7.7% | +10.9% | +3.2% |
| 30D | +13.0% | -34.8% | +47.8% | +13.0% |
| 3M | +9.2% | -56.3% | +65.5% | +9.2% |
| 6M | +13.6% | -99.7% | +113.3% | +14.5% |
| YTD | +12.4% | -99.9% | +112.3% | +13.4% |
| 1Y | +21.2% | -99.9% | +121.1% | +22.4% |
| 3Y | +48.7% | -100.0% | +148.7% | +51.1% |
| All | +48.7% | -100.0% | +148.7% | +51.1% |
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