+157.5%
WST vs ZCMD
-100.0%
+257.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | +4.9% | -2.9% | +7.8% | +4.9% |
| 30D | +10.7% | -28.5% | +39.1% | +10.7% |
| 3M | +16.8% | -56.5% | +73.4% | +16.8% |
| 6M | +32.0% | -99.7% | +131.6% | +32.6% |
| YTD | +49.9% | -99.9% | +149.8% | +50.9% |
| 1Y | +50.6% | -99.9% | +150.5% | +51.7% |
| 3Y | +21.4% | -100.0% | +121.4% | +28.4% |
| 5Y | -0.6% | -100.0% | +99.4% | +6.6% |
| All | +157.5% | -100.0% | +257.4% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling