+23.7%
WMB vs ZCMD
-99.9%
+123.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -6.3% |
| 7D | -8.6% | -13.3% | +4.7% | -8.6% |
| 30D | -4.2% | -49.6% | +45.5% | -3.8% |
| 3M | -4.4% | -54.6% | +50.2% | -4.1% |
| 6M | -8.7% | -99.8% | +91.1% | -3.1% |
| YTD | +15.4% | -99.9% | +115.2% | +21.8% |
| 1Y | +23.7% | -99.9% | +123.7% | +32.1% |
| All | +23.7% | -99.9% | +123.6% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling