+27.4%
WMT vs ZCMD
-99.9%
+127.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.4% |
| 7D | +8.8% | -13.3% | +22.1% | +8.7% |
| 30D | +22.9% | -49.6% | +72.6% | +22.9% |
| 3M | +16.1% | -54.6% | +70.7% | +16.0% |
| 6M | -0.5% | -99.8% | +99.3% | +4.1% |
| YTD | +16.7% | -99.9% | +116.5% | +23.5% |
| 1Y | +27.4% | -99.9% | +127.3% | +43.8% |
| All | +27.4% | -99.9% | +127.3% | +43.8% |
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