+68.0%
SW vs ZCMD
-100.0%
+167.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.2% |
| 30D | +7.4% | -39.5% | +46.9% | +7.3% |
| 3M | -5.9% | -57.8% | +51.9% | -6.0% |
| 6M | +9.0% | -99.7% | +108.6% | +6.9% |
| YTD | +18.1% | -99.9% | +118.0% | +15.3% |
| 1Y | +28.7% | -99.9% | +128.6% | +25.2% |
| 3Y | +48.8% | -100.0% | +148.8% | +40.4% |
| 5Y | +2.5% | -100.0% | +102.4% | -4.5% |
| All | +68.0% | -100.0% | +167.9% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling