+443.0%
WMB vs ZCMD
-100.0%
+543.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +0.2% |
| 7D | +0.6% | -8.0% | +8.6% | +0.7% |
| 30D | +3.3% | -27.9% | +31.1% | +3.6% |
| 3M | +3.1% | -74.6% | +77.7% | +2.9% |
| 6M | -0.7% | -99.5% | +98.7% | +5.0% |
| YTD | +25.2% | -99.7% | +124.9% | +34.2% |
| 1Y | +32.9% | -99.9% | +132.7% | +44.5% |
| 3Y | +140.6% | -100.0% | +240.5% | +178.2% |
| 5Y | +273.5% | -100.0% | +373.4% | +334.8% |
| All | +443.0% | -100.0% | +543.0% | +676.3% |
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