+68.5%
SW vs ZCMD
-100.0%
+168.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +4.7% | -12.9% | +17.6% | +4.6% |
| 30D | +5.0% | -45.3% | +50.3% | +4.9% |
| 3M | -7.3% | -59.4% | +52.1% | -7.4% |
| 6M | +15.0% | -99.8% | +114.7% | +12.6% |
| YTD | +18.5% | -99.9% | +118.4% | +15.7% |
| 1Y | +27.1% | -99.9% | +127.0% | +23.6% |
| 3Y | +49.3% | -100.0% | +149.3% | +40.9% |
| 5Y | -1.6% | -100.0% | +98.4% | -8.3% |
| All | +68.5% | -100.0% | +168.5% | +24.5% |
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 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