+116.3%
WM vs ZCMD
-100.0%
+216.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.1% |
| 7D | +1.2% | -4.4% | +5.6% | +1.2% |
| 30D | +13.1% | -43.0% | +56.1% | +13.1% |
| 3M | +3.6% | -54.9% | +58.5% | +3.7% |
| 6M | +8.1% | -99.8% | +107.8% | +9.0% |
| YTD | +8.9% | -99.9% | +108.8% | +9.9% |
| 1Y | +20.3% | -99.9% | +120.2% | +21.6% |
| 3Y | +46.2% | -100.0% | +146.2% | +48.0% |
| 5Y | +59.9% | -100.0% | +159.9% | +61.6% |
| All | +116.3% | -100.0% | +216.3% | +117.8% |
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