+20.3%
VZ vs ITW
+20.3%
-0.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.5% | +2.3% | -0.9% | +1.0% |
| 30D | +4.4% | +6.7% | -2.3% | +2.9% |
| 3M | -2.4% | -0.5% | -1.8% | -2.5% |
| 6M | +1.4% | +16.4% | -15.0% | -1.0% |
| YTD | +21.4% | +19.0% | +2.4% | +16.6% |
| 1Y | +20.3% | +20.2% | +0.1% | +14.4% |
| All | +20.3% | +20.3% | -0.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling