+399.6%
WPM vs ZCMD
-100.0%
+499.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.1% | +9.1% | +2.2% |
| 7D | -0.6% | -5.4% | +4.9% | -0.5% |
| 30D | +14.4% | -24.8% | +39.2% | +14.8% |
| 3M | +37.0% | -62.8% | +99.8% | +35.8% |
| 6M | +4.1% | -99.5% | +103.7% | +8.8% |
| YTD | +31.7% | -99.8% | +131.5% | +39.1% |
| 1Y | +44.2% | -99.9% | +144.1% | +54.5% |
| 3Y | +265.5% | -100.0% | +365.5% | +314.2% |
| 5Y | +262.5% | -100.0% | +362.5% | +312.9% |
| All | +399.6% | -100.0% | +499.6% | +516.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling