+24.3%
VZ vs NWSA
+2.1%
+22.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +0.2% | -2.6% | +2.9% | +0.4% |
| 30D | +7.1% | +4.6% | +2.6% | +6.7% |
| 3M | +12.8% | +10.2% | +2.6% | +11.8% |
| 6M | +1.8% | +21.6% | -19.8% | +0.6% |
| YTD | +30.0% | +14.6% | +15.3% | +29.0% |
| 1Y | +24.3% | +0.4% | +24.0% | +24.8% |
| All | +24.3% | +2.1% | +22.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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