+65.5%
VZ vs GWW
+696.0%
-630.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +2.2% | +5.3% | -3.0% | +1.3% |
| 30D | +10.6% | +12.4% | -1.8% | +8.2% |
| 3M | -0.6% | +13.7% | -14.3% | -3.0% |
| 6M | +0.7% | +18.0% | -17.3% | -2.5% |
| YTD | +20.6% | +44.6% | -23.9% | +12.1% |
| 1Y | +22.7% | +53.1% | -30.4% | +12.7% |
| 3Y | +57.2% | +90.2% | -33.0% | +37.4% |
| 5Y | +21.4% | +215.0% | -193.6% | -4.7% |
| 10Y | +65.5% | +658.9% | -593.4% | +9.5% |
| All | +65.5% | +696.0% | -630.5% | +9.5% |
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