-30.0%
SWK vs ZCMD
-100.0%
+70.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -2.2% |
| 7D | -2.0% | -2.9% | +1.0% | -1.9% |
| 30D | +24.6% | -28.5% | +53.1% | +25.0% |
| 3M | +10.8% | -56.5% | +67.3% | +11.5% |
| 6M | +46.1% | -99.7% | +145.7% | +51.0% |
| YTD | +56.8% | -99.9% | +156.7% | +63.6% |
| 1Y | +72.7% | -99.9% | +172.6% | +81.0% |
| 3Y | +49.9% | -100.0% | +149.9% | +62.1% |
| All | -30.0% | -100.0% | +70.0% | -24.2% |
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