+38.1%
WING vs ZCMD
-100.0%
+138.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.1% | +13.0% | +6.0% |
| 7D | +7.2% | -5.4% | +12.7% | +7.3% |
| 30D | +4.8% | -24.8% | +29.6% | +5.0% |
| 3M | -23.7% | -62.8% | +39.1% | -23.8% |
| 6M | -43.6% | -99.5% | +56.0% | -40.4% |
| YTD | -50.6% | -99.8% | +49.2% | -47.0% |
| 1Y | -57.0% | -99.9% | +42.9% | -53.1% |
| 3Y | -28.3% | -100.0% | +71.7% | -15.2% |
| 5Y | -32.4% | -100.0% | +67.6% | -19.7% |
| All | +38.1% | -100.0% | +138.1% | +114.0% |
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