+28.2%
SW vs ZCMD
-99.9%
+128.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | +0.2% |
| 7D | +1.8% | +9.1% | -7.2% | +1.8% |
| 30D | +7.0% | -37.1% | +44.1% | +7.3% |
| 3M | -7.6% | -53.7% | +46.1% | -7.3% |
| 6M | +8.5% | -99.7% | +108.2% | +13.1% |
| YTD | +17.7% | -99.9% | +117.5% | +26.4% |
| All | +28.2% | -99.9% | +128.1% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling