+93.0%
SHW vs ZCMD
-100.0%
+193.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.2% | +0.5% |
| 7D | -3.2% | -8.0% | +4.8% | -3.2% |
| 30D | -9.5% | -27.9% | +18.4% | -9.4% |
| 3M | +11.5% | -74.6% | +86.0% | +11.7% |
| 6M | -3.5% | -99.5% | +95.9% | -0.4% |
| YTD | +3.7% | -99.7% | +103.5% | +7.6% |
| 1Y | -7.9% | -99.9% | +92.0% | -4.1% |
| 3Y | +24.7% | -100.0% | +124.7% | +31.5% |
| 5Y | +13.6% | -100.0% | +113.6% | +19.8% |
| All | +93.0% | -100.0% | +193.0% | +113.4% |
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