+5.3%
WMT vs ZCMD
-99.9%
+105.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.4% | +1.3% |
| 7D | 0.0% | -5.4% | +5.4% | 0.0% |
| 30D | -7.4% | -24.8% | +17.4% | -7.4% |
| 3M | -10.9% | -62.8% | +51.9% | -10.4% |
| 6M | -12.7% | -99.5% | +86.9% | -8.6% |
| YTD | -3.2% | -99.8% | +96.5% | +2.6% |
| 1Y | +5.3% | -99.9% | +105.2% | +14.8% |
| All | +5.3% | -99.9% | +105.2% | +14.8% |
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