+64.4%
VZ vs GWW
+553.5%
-489.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | +5.8% | -1.4% | +7.2% | +6.0% |
| 3M | +10.5% | -3.6% | +14.1% | +11.1% |
| 6M | +1.8% | +15.1% | -13.3% | -1.1% |
| YTD | +28.3% | +27.5% | +0.8% | +22.1% |
| 1Y | +22.0% | +29.6% | -7.6% | +15.6% |
| 3Y | +81.8% | +90.1% | -8.2% | +58.8% |
| 5Y | +25.3% | +222.6% | -197.3% | -2.0% |
| 10Y | +64.4% | +566.5% | -502.1% | +10.4% |
| All | +64.4% | +553.5% | -489.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GWW 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling