+412.7%
ZWS vs SPY
+315.0%
+97.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.6% | +1.0% |
| 7D | +1.1% | +0.1% | +1.1% | +1.0% |
| 30D | -3.0% | -3.3% | +0.3% | +0.9% |
| 3M | -11.9% | -2.4% | -9.5% | -9.5% |
| 6M | -11.3% | +2.6% | -13.9% | -14.7% |
| YTD | -2.2% | +11.2% | -13.4% | -15.1% |
| 1Y | -3.9% | +13.4% | -17.3% | -18.6% |
| 3Y | +65.8% | +79.9% | -14.1% | -23.9% |
| 5Y | +31.4% | +72.2% | -40.8% | -35.6% |
| 10Y | +412.7% | +307.3% | +105.4% | -26.2% |
| All | +412.7% | +315.0% | +97.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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