+87.7%
WING vs ZCMD
-100.0%
+187.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -2.5% | -7.7% | +5.2% | -2.4% |
| 30D | +29.5% | -34.8% | +64.3% | +30.0% |
| 3M | +40.2% | -56.3% | +96.5% | +41.0% |
| 6M | +32.7% | -99.7% | +132.4% | +40.1% |
| YTD | -32.8% | -99.9% | +67.1% | -27.7% |
| 1Y | -31.7% | -99.9% | +68.2% | -26.0% |
| 3Y | -24.7% | -100.0% | +75.3% | -11.7% |
| 5Y | -0.5% | -100.0% | +99.5% | +20.8% |
| All | +87.7% | -100.0% | +187.7% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling