+99.6%
WM vs ZCMD
-100.0%
+199.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -1.2% |
| 7D | -0.3% | -8.0% | +7.7% | -0.3% |
| 30D | -2.4% | -27.9% | +25.5% | -2.4% |
| 3M | +0.4% | -74.6% | +75.0% | +0.5% |
| 6M | -9.5% | -99.5% | +90.0% | -8.7% |
| YTD | +0.5% | -99.7% | +100.2% | +1.4% |
| 1Y | -1.1% | -99.9% | +98.8% | 0.0% |
| 3Y | +46.0% | -100.0% | +146.0% | +47.9% |
| 5Y | +51.8% | -100.0% | +151.8% | +53.5% |
| All | +99.6% | -100.0% | +199.6% | +101.0% |
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