+66.6%
VZ vs GWW
+558.8%
-492.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +7.1% | +1.1% | +6.0% | +6.9% |
| 3M | +12.8% | -1.0% | +13.8% | +12.9% |
| 6M | +1.8% | +16.3% | -14.5% | -1.3% |
| YTD | +30.0% | +28.5% | +1.5% | +23.5% |
| 1Y | +24.3% | +30.3% | -6.0% | +17.7% |
| 3Y | +84.3% | +91.6% | -7.3% | +60.7% |
| 5Y | +25.9% | +224.0% | -198.0% | -1.6% |
| All | +66.6% | +558.8% | -492.2% | +11.7% |
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