-54.1%
WU vs ZCMD
-100.0%
+45.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -4.9% | -4.1% | -0.8% | -4.9% |
| 30D | -1.3% | -22.7% | +21.4% | -1.1% |
| 3M | -3.6% | -62.5% | +58.9% | -3.9% |
| 6M | -24.3% | -99.5% | +75.1% | -21.6% |
| YTD | -21.1% | -99.7% | +78.6% | -17.7% |
| 1Y | -10.3% | -99.9% | +89.6% | -5.5% |
| 3Y | -28.4% | -100.0% | +71.6% | -20.5% |
| 5Y | -51.2% | -100.0% | +48.8% | -45.9% |
| All | -54.1% | -100.0% | +45.9% | -38.6% |
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