+437.4%
WMB vs ZCMD
-100.0%
+537.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.8% | +0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -0.4% | -24.8% | +24.3% | -0.1% |
| 3M | +3.2% | -62.8% | +66.0% | +2.2% |
| 6M | +0.1% | -99.5% | +99.6% | +6.2% |
| YTD | +23.9% | -99.8% | +123.6% | +32.9% |
| 1Y | +27.6% | -99.9% | +127.5% | +39.3% |
| 3Y | +141.9% | -100.0% | +241.9% | +179.8% |
| 5Y | +273.8% | -100.0% | +373.8% | +333.9% |
| All | +437.4% | -100.0% | +537.4% | +668.7% |
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