+29.0%
WING vs ZCMD
-100.0%
+129.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -6.0% | -21.6% | +15.5% | -5.9% |
| 3M | -23.5% | -67.4% | +43.9% | -23.4% |
| 6M | -52.0% | -99.4% | +47.5% | -49.5% |
| YTD | -53.8% | -99.7% | +45.9% | -50.5% |
| 1Y | -63.8% | -99.9% | +36.1% | -60.6% |
| 3Y | -30.8% | -100.0% | +69.2% | -18.2% |
| 5Y | -34.3% | -100.0% | +65.7% | -22.2% |
| All | +29.0% | -100.0% | +129.0% | +99.9% |
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