+130.1%
FWONK vs ZCMD
-100.0%
+230.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.1% | +7.2% | +0.2% |
| 7D | +0.1% | -5.4% | +5.5% | +0.2% |
| 30D | -7.7% | -24.8% | +17.0% | -7.5% |
| 3M | +5.7% | -62.8% | +68.5% | +4.5% |
| 6M | +13.5% | -99.5% | +113.0% | +21.5% |
| YTD | -3.0% | -99.8% | +96.8% | +5.6% |
| 1Y | -6.4% | -99.9% | +93.5% | +4.2% |
| 3Y | +43.8% | -100.0% | +143.8% | +72.1% |
| 5Y | +98.6% | -100.0% | +198.6% | +137.6% |
| All | +130.1% | -100.0% | +230.1% | +230.9% |
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