+20.3%
VZ vs GWRE
-28.5%
+48.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +1.5% | -2.0% | +3.4% | +1.5% |
| 30D | +4.4% | -4.1% | +8.4% | +4.5% |
| 3M | -2.4% | -13.4% | +11.0% | -2.2% |
| 6M | +1.4% | +26.0% | -24.5% | +2.3% |
| YTD | +21.4% | -21.3% | +42.7% | +22.8% |
| 1Y | +20.3% | -27.5% | +47.8% | +23.6% |
| All | +20.3% | -28.5% | +48.8% | +23.6% |
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