-54.2%
WU vs ZCMD
-100.0%
+45.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.6% |
| 7D | -3.5% | -5.4% | +1.9% | -3.4% |
| 30D | -2.9% | -24.8% | +21.8% | -2.8% |
| 3M | -2.3% | -62.8% | +60.5% | -2.7% |
| 6M | -25.4% | -99.5% | +74.2% | -22.6% |
| YTD | -21.2% | -99.8% | +78.6% | -17.7% |
| 1Y | -8.9% | -99.9% | +91.0% | -3.9% |
| 3Y | -29.0% | -100.0% | +71.0% | -21.2% |
| 5Y | -50.7% | -100.0% | +49.2% | -45.3% |
| All | -54.2% | -100.0% | +45.8% | -38.7% |
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