-2.6%
SW vs ZCMD
-100.0%
+97.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -0.9% |
| 7D | +2.3% | -4.4% | +6.7% | +2.3% |
| 30D | +6.8% | -43.0% | +49.8% | +6.9% |
| 3M | -5.2% | -54.9% | +49.7% | -5.1% |
| 6M | +7.4% | -99.8% | +107.2% | +7.8% |
| YTD | +17.4% | -99.9% | +117.3% | +17.7% |
| 1Y | +27.1% | -99.9% | +127.0% | +27.3% |
| 3Y | +47.9% | -100.0% | +147.9% | +48.6% |
| All | -2.6% | -100.0% | +97.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling