+98.4%
VZ vs NWSA
+127.4%
-29.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +7.9% | +4.6% | +3.3% | +7.1% |
| 3M | +13.6% | +13.2% | +0.4% | +11.3% |
| 6M | +1.1% | +27.0% | -25.9% | -2.9% |
| YTD | +29.3% | +16.8% | +12.5% | +25.7% |
| 1Y | +21.2% | +4.5% | +16.7% | +19.8% |
| 3Y | +75.9% | +46.2% | +29.7% | +63.0% |
| 5Y | +24.1% | +40.9% | -16.8% | +13.9% |
| 10Y | +62.4% | +145.1% | -82.7% | +27.8% |
| All | +98.4% | +127.4% | -29.0% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling