-31.2%
WING vs ZCMD
-100.0%
+68.8%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -7.1% | +13.0% | +5.9% |
| 7D | +7.2% | -5.4% | +12.7% | +7.2% |
| 30D | +4.8% | -24.8% | +29.6% | +4.8% |
| 3M | -23.7% | -62.8% | +39.1% | -23.0% |
| 6M | -43.6% | -99.5% | +56.0% | -43.6% |
| YTD | -50.6% | -99.8% | +49.2% | -50.5% |
| 1Y | -57.0% | -99.9% | +42.9% | -57.2% |
| 3Y | -28.3% | -100.0% | +71.7% | -28.4% |
| All | -31.2% | -100.0% | +68.8% | -30.0% |
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 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