-26.7%
ZTS vs GWRE
-24.5%
-2.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.9% | +1.5% | +7.0% |
| 7D | +15.4% | +2.2% | +13.2% | +15.2% |
| 30D | +25.8% | +4.5% | +21.2% | +25.4% |
| 3M | +18.1% | +6.4% | +11.7% | +17.4% |
| 6M | -19.7% | +18.8% | -38.6% | -20.2% |
| YTD | -27.5% | -15.1% | -12.4% | -26.4% |
| 1Y | -26.7% | -23.4% | -3.3% | -21.6% |
| All | -26.7% | -24.5% | -2.2% | -21.6% |
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 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