-99.9%
ZCMD vs WSM
+19.9%
-119.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.8% | -4.1% |
| 7D | -8.0% | -3.3% | -4.8% | -7.4% |
| 30D | -27.9% | -8.4% | -19.5% | -26.8% |
| 3M | -74.6% | +9.7% | -84.2% | -74.9% |
| 6M | -99.5% | +16.7% | -116.1% | -99.5% |
| YTD | -99.7% | +28.7% | -128.4% | -99.8% |
| 1Y | -99.9% | +13.7% | -113.5% | -99.9% |
| All | -99.9% | +19.9% | -119.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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