+218.1%
WWD vs ZCMD
-100.0%
+318.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.1% |
| 7D | +1.3% | -8.0% | +9.3% | +1.3% |
| 30D | -7.2% | -27.9% | +20.7% | -7.0% |
| 3M | -3.8% | -74.6% | +70.7% | -4.2% |
| 6M | -9.9% | -99.5% | +89.5% | -5.8% |
| YTD | +14.8% | -99.7% | +114.6% | +21.3% |
| 1Y | +42.1% | -99.9% | +142.0% | +52.0% |
| 3Y | +170.8% | -100.0% | +270.8% | +206.6% |
| 5Y | +197.5% | -100.0% | +297.5% | +237.6% |
| All | +218.1% | -100.0% | +318.1% | +322.6% |
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