+149.0%
WMB vs ZCMD
-100.0%
+249.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.3% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | +7.7% | -21.6% | +29.3% | +7.8% |
| 3M | +6.7% | -67.4% | +74.1% | +6.6% |
| 6M | +3.6% | -99.4% | +103.1% | +6.4% |
| YTD | +28.0% | -99.7% | +127.7% | +31.7% |
| 1Y | +37.6% | -99.9% | +137.5% | +42.2% |
| 3Y | +149.0% | -100.0% | +249.0% | +156.2% |
| All | +149.0% | -100.0% | +249.0% | +156.2% |
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