+75.3%
SWK vs ZCMD
-99.9%
+175.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.4% | -7.7% | +6.3% | -1.3% |
| 30D | +25.5% | -34.8% | +60.2% | +25.9% |
| 3M | +11.8% | -56.3% | +68.1% | +12.5% |
| 6M | +48.7% | -99.7% | +148.4% | +54.7% |
| YTD | +57.2% | -99.9% | +157.1% | +66.3% |
| 1Y | +75.3% | -99.9% | +175.2% | +99.1% |
| All | +75.3% | -99.9% | +175.2% | +99.1% |
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 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