+409.6%
WMB vs ZCMD
-100.0%
+509.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.5% |
| 7D | +7.8% | -7.7% | +15.5% | +7.9% |
| 30D | -5.1% | -34.8% | +29.7% | -4.6% |
| 3M | -4.7% | -56.3% | +51.6% | -3.9% |
| 6M | -7.4% | -99.7% | +92.3% | -1.4% |
| YTD | +17.5% | -99.9% | +117.3% | +26.8% |
| 1Y | +19.5% | -99.9% | +119.4% | +29.9% |
| 3Y | +121.3% | -100.0% | +221.3% | +155.4% |
| 5Y | +200.5% | -100.0% | +300.5% | +255.2% |
| All | +409.6% | -100.0% | +509.6% | +633.6% |
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