+258.0%
WPM vs ZCMD
-100.0%
+358.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.7% |
| 7D | -3.6% | -2.0% | -1.6% | -3.6% |
| 30D | +12.5% | -19.8% | +32.3% | +12.6% |
| 3M | +40.6% | -62.1% | +102.7% | +40.4% |
| 6M | +0.5% | -99.5% | +100.0% | +1.0% |
| YTD | +29.0% | -99.7% | +128.8% | +29.7% |
| 1Y | +43.8% | -99.9% | +143.7% | +44.4% |
| All | +258.0% | -100.0% | +358.0% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling