-99.9%
ZCMD vs NWSA
+3.0%
-102.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.1% |
| 7D | -5.4% | -2.8% | -2.6% | -4.6% |
| 30D | -24.8% | +3.0% | -27.8% | -25.5% |
| 3M | -62.8% | +12.3% | -75.1% | -64.1% |
| 6M | -99.5% | +21.9% | -121.4% | -99.6% |
| YTD | -99.8% | +13.6% | -113.3% | -99.8% |
| 1Y | -99.9% | +0.5% | -100.4% | -99.9% |
| All | -99.9% | +3.0% | -102.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling