+908.7%
VZ vs GWW
+15,772.9%
-14,864.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.1% | +6.0% | -3.9% | +0.6% |
| 30D | +1.4% | +14.0% | -12.6% | -2.1% |
| 3M | -1.3% | +12.5% | -13.8% | -4.4% |
| 6M | -0.5% | +23.6% | -24.2% | -6.2% |
| YTD | +19.6% | +43.6% | -24.0% | +8.2% |
| 1Y | +22.4% | +52.5% | -30.1% | +8.9% |
| 3Y | +55.9% | +92.6% | -36.7% | +28.9% |
| 5Y | +20.4% | +219.0% | -198.6% | -14.3% |
| 10Y | +66.9% | +713.8% | -646.9% | -13.4% |
| All | +908.7% | +15,772.9% | -14,864.1% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling