+772.7%
VZ vs BWA
+3,492.4%
-2,719.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.4% |
| 7D | +0.1% | +5.7% | -5.6% | -0.9% |
| 30D | +7.9% | +1.4% | +6.5% | +7.5% |
| 3M | +13.6% | -12.1% | +25.7% | +15.7% |
| 6M | +1.1% | +28.6% | -27.5% | -4.1% |
| YTD | +29.3% | +51.1% | -21.8% | +18.6% |
| 1Y | +21.2% | +55.9% | -34.6% | +10.4% |
| 3Y | +75.9% | +70.1% | +5.8% | +55.0% |
| 5Y | +24.1% | +90.7% | -66.6% | +5.0% |
| 10Y | +62.4% | +154.0% | -91.6% | +23.1% |
| All | +772.7% | +3,492.4% | -2,719.7% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling