-36.7%
ZS vs GWRE
-25.4%
-11.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -19.9% | +15.4% | +6.6% |
| 7D | -7.8% | -21.1% | +13.3% | +3.7% |
| 30D | +5.0% | +1.3% | +3.7% | +2.2% |
| 3M | +25.5% | +7.4% | +18.1% | +16.5% |
| 6M | +8.7% | +5.6% | +3.1% | +1.0% |
| YTD | -24.5% | -19.2% | -5.3% | -27.0% |
| 1Y | -36.7% | -25.1% | -11.6% | -37.5% |
| All | -36.7% | -25.4% | -11.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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