+37.9%
WST vs ZCMD
-99.7%
+137.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.2% |
| 7D | +4.2% | -7.7% | +11.9% | +4.2% |
| 30D | +11.2% | -34.8% | +46.0% | +11.1% |
| 3M | +20.4% | -56.3% | +76.7% | +20.2% |
| 6M | +37.9% | -99.7% | +137.6% | +40.8% |
| All | +37.9% | -99.7% | +137.6% | +40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling