+990.1%
VZ vs ITW
+9,591.0%
-8,600.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.1% | -3.6% | +3.6% | +1.2% |
| 30D | +7.9% | -9.1% | +17.0% | +11.1% |
| 3M | +13.6% | +8.2% | +5.4% | +10.7% |
| 6M | +1.1% | -4.8% | +5.9% | +2.3% |
| YTD | +29.3% | +11.0% | +18.3% | +24.5% |
| 1Y | +21.2% | +4.2% | +17.0% | +18.8% |
| 3Y | +75.9% | +17.3% | +58.6% | +65.0% |
| 5Y | +24.1% | +33.0% | -8.9% | +10.4% |
| 10Y | +62.4% | +182.3% | -119.9% | +9.6% |
| All | +990.1% | +9,591.0% | -8,600.9% | +159.7% |
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