+401.4%
ZWS vs SPY
+589.9%
-188.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.1% |
| 7D | +3.1% | -0.6% | +3.7% | +3.8% |
| 30D | -2.3% | -3.7% | +1.3% | +2.0% |
| 3M | -10.7% | -2.7% | -8.0% | -7.9% |
| 6M | -10.7% | +2.2% | -12.9% | -13.7% |
| YTD | -1.5% | +10.8% | -12.3% | -14.1% |
| 1Y | -3.6% | +11.2% | -14.8% | -16.3% |
| 3Y | +62.5% | +76.5% | -14.0% | -22.9% |
| 5Y | +32.1% | +72.9% | -40.9% | -35.3% |
| 10Y | +399.7% | +304.8% | +94.8% | -15.6% |
| All | +401.4% | +589.9% | -188.5% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling