+70.6%
VZ vs BWA
+95.2%
-24.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +0.7% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | +11.2% | -17.7% | +28.9% | +13.4% |
| 3M | 0.0% | -27.0% | +27.0% | +3.1% |
| 6M | +1.3% | -17.3% | +18.6% | +2.6% |
| YTD | +21.3% | +12.9% | +8.4% | +17.8% |
| 1Y | +23.9% | +12.9% | +11.0% | +20.3% |
| 3Y | +57.7% | +62.1% | -4.4% | +44.6% |
| 5Y | +21.2% | +30.7% | -9.5% | +12.5% |
| 10Y | +70.6% | +89.2% | -18.6% | +49.2% |
| All | +70.6% | +95.2% | -24.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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