+398.6%
ZS vs GWRE
+64.5%
+334.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -3.1% | -13.2% | +10.1% | +6.0% |
| 30D | -7.2% | -18.6% | +11.4% | +3.8% |
| 3M | +30.5% | +18.9% | +11.6% | +11.3% |
| 6M | +7.0% | -11.0% | +17.9% | +11.2% |
| YTD | -26.8% | -29.9% | +3.0% | -11.8% |
| 1Y | -42.6% | -44.3% | +1.7% | -19.8% |
| 3Y | -0.3% | +51.7% | -52.0% | -39.4% |
| 5Y | -39.2% | +15.4% | -54.6% | -56.2% |
| All | +398.6% | +64.5% | +334.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling