+707.6%
VZ vs BWA
+2,496.1%
-1,788.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | +2.1% | -5.5% | +7.6% | +3.1% |
| 30D | +1.4% | -21.7% | +23.1% | +5.5% |
| 3M | -1.3% | -25.6% | +24.4% | +3.4% |
| 6M | -0.5% | -17.4% | +16.9% | +1.7% |
| YTD | +19.6% | +9.2% | +10.5% | +15.6% |
| 1Y | +22.4% | +9.7% | +12.6% | +18.0% |
| 3Y | +55.9% | +54.6% | +1.2% | +39.2% |
| 5Y | +20.4% | +26.8% | -6.4% | +9.2% |
| 10Y | +66.9% | +89.0% | -22.1% | +32.7% |
| All | +707.6% | +2,496.1% | -1,788.6% | +285.5% |
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