+20.2%
VZ vs GWW
+217.3%
-197.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.1% | +6.0% | -3.9% | +1.0% |
| 30D | +1.4% | +14.0% | -12.6% | -1.1% |
| 3M | -1.3% | +12.5% | -13.8% | -3.5% |
| 6M | -0.5% | +23.6% | -24.2% | -4.6% |
| YTD | +19.6% | +43.6% | -24.0% | +11.1% |
| 1Y | +22.4% | +52.5% | -30.1% | +12.2% |
| 3Y | +55.9% | +92.6% | -36.7% | +34.4% |
| All | +20.2% | +217.3% | -197.1% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling