+165.6%
ZTS vs GWRE
+327.9%
-162.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.6% | +0.8% |
| 7D | -3.8% | -26.2% | +22.5% | +2.2% |
| 30D | -2.0% | -17.8% | +15.7% | +1.4% |
| 3M | -10.2% | +14.2% | -24.4% | -14.3% |
| 6M | -39.4% | -12.9% | -26.5% | -39.4% |
| YTD | -40.8% | -29.2% | -11.6% | -38.2% |
| 1Y | -50.1% | -44.4% | -5.7% | -44.7% |
| 3Y | -58.9% | +51.1% | -110.0% | -66.7% |
| 5Y | -62.4% | +16.5% | -78.9% | -68.3% |
| 10Y | +58.8% | +131.6% | -72.8% | +10.6% |
| All | +165.6% | +327.9% | -162.3% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling