+0.5%
WY vs ZCMD
-100.0%
+100.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.1% | +7.4% | +0.4% |
| 7D | -4.2% | -5.4% | +1.3% | -4.1% |
| 30D | -10.1% | -24.8% | +14.7% | -9.9% |
| 3M | -8.5% | -62.8% | +54.3% | -9.0% |
| 6M | -3.3% | -99.5% | +96.2% | +1.4% |
| YTD | -4.4% | -99.8% | +95.4% | +1.3% |
| 1Y | -11.5% | -99.9% | +88.4% | -4.9% |
| 3Y | -24.3% | -100.0% | +75.7% | -16.0% |
| 5Y | -21.3% | -100.0% | +78.7% | -12.5% |
| All | +0.5% | -100.0% | +100.5% | +23.1% |
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