+908.7%
VZ vs ITW
+10,044.9%
-9,136.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.4% |
| 7D | +2.1% | +0.9% | +1.3% | +1.8% |
| 30D | +1.4% | +7.6% | -6.2% | -0.9% |
| 3M | -1.3% | -4.0% | +2.8% | -0.1% |
| 6M | -0.5% | +9.2% | -9.7% | -3.5% |
| YTD | +19.6% | +16.2% | +3.4% | +13.4% |
| 1Y | +22.4% | +17.9% | +4.4% | +15.5% |
| 3Y | +55.9% | +30.6% | +25.3% | +41.3% |
| 5Y | +20.4% | +35.2% | -14.7% | +6.6% |
| 10Y | +66.9% | +212.2% | -145.3% | +9.1% |
| All | +908.7% | +10,044.9% | -9,136.2% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling