-0.2%
WY vs ZCMD
-99.9%
+99.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.6% | +5.6% |
| 7D | +13.3% | -13.3% | +26.7% | +13.3% |
| 30D | +17.6% | -49.6% | +67.3% | +17.6% |
| 3M | -15.0% | -54.6% | +39.6% | -15.0% |
| 6M | -5.9% | -99.8% | +93.9% | +0.3% |
| YTD | -5.7% | -99.9% | +94.1% | +2.1% |
| 1Y | -0.2% | -99.9% | +99.7% | +15.2% |
| All | -0.2% | -99.9% | +99.7% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling