+73.3%
VZ vs GWW
+665.1%
-591.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.9% | +3.7% | -2.8% | +0.3% |
| 30D | +6.9% | +13.6% | -6.7% | +4.4% |
| 3M | +0.6% | +15.4% | -14.7% | -2.1% |
| 6M | +0.3% | +21.8% | -21.5% | -3.5% |
| YTD | +21.9% | +50.0% | -28.2% | +12.4% |
| 1Y | +21.7% | +60.2% | -38.5% | +10.8% |
| 3Y | +58.5% | +94.4% | -35.8% | +37.8% |
| 5Y | +22.4% | +221.8% | -199.4% | -4.4% |
| All | +73.3% | +665.1% | -591.7% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling