+78.8%
VZ vs NWSA
+47.8%
+30.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.3% |
| 30D | +7.9% | +4.6% | +3.3% | +7.4% |
| 3M | +13.6% | +13.2% | +0.4% | +12.2% |
| 6M | +1.1% | +27.0% | -25.9% | -1.3% |
| YTD | +29.3% | +16.8% | +12.5% | +27.2% |
| 1Y | +21.2% | +4.5% | +16.7% | +20.6% |
| All | +78.8% | +47.8% | +30.9% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling