+112.7%
WST vs ZCMD
-100.0%
+212.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | +0.7% | -8.0% | +8.7% | +0.7% |
| 30D | -3.1% | -27.9% | +24.7% | -3.2% |
| 3M | +7.2% | -74.6% | +81.8% | +7.8% |
| 6M | +36.8% | -99.5% | +136.3% | +37.4% |
| YTD | +23.8% | -99.7% | +123.6% | +24.7% |
| 1Y | +37.8% | -99.9% | +137.7% | +38.9% |
| 3Y | -15.9% | -100.0% | +84.1% | -10.5% |
| 5Y | -25.8% | -100.0% | +74.2% | -20.8% |
| All | +112.7% | -100.0% | +212.7% | +147.2% |
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