-16.8%
SWK vs ZCMD
-100.0%
+83.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | -0.4% | -8.0% | +7.6% | -0.3% |
| 30D | -5.7% | -27.9% | +22.2% | -5.4% |
| 3M | +24.1% | -74.6% | +98.7% | +23.6% |
| 6M | +24.7% | -99.5% | +124.2% | +30.3% |
| YTD | +33.9% | -99.7% | +133.7% | +41.9% |
| 1Y | +34.7% | -99.9% | +134.6% | +44.7% |
| 3Y | +15.3% | -100.0% | +115.3% | +29.9% |
| 5Y | -39.3% | -100.0% | +60.7% | -31.2% |
| All | -16.8% | -100.0% | +83.2% | +0.7% |
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