-32.3%
WING vs ZCMD
-100.0%
+67.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.2% | -2.0% | +2.3% | +0.2% |
| 30D | -0.5% | -19.8% | +19.3% | -0.5% |
| 3M | -23.9% | -62.1% | +38.2% | -23.1% |
| 6M | -48.9% | -99.5% | +50.6% | -49.0% |
| YTD | -53.3% | -99.7% | +46.4% | -53.4% |
| 1Y | -60.3% | -99.9% | +39.6% | -60.5% |
| All | -32.3% | -100.0% | +67.7% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling