+398.4%
ZWS vs SPY
+312.5%
+85.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -0.6% | -0.4% | -0.2% | -0.1% |
| 30D | -8.5% | -1.4% | -7.1% | -6.9% |
| 3M | -3.3% | +3.7% | -7.0% | -7.9% |
| 6M | -0.9% | +13.0% | -13.9% | -15.4% |
| YTD | +1.0% | +12.4% | -11.4% | -13.3% |
| 1Y | +2.5% | +18.5% | -16.0% | -17.8% |
| 3Y | +66.1% | +77.6% | -11.5% | -22.5% |
| 5Y | +61.4% | +81.7% | -20.3% | -26.6% |
| 10Y | +398.4% | +319.7% | +78.7% | -37.2% |
| All | +398.4% | +312.5% | +85.9% | -37.2% |
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