+24.4%
VZ vs RDW
-0.7%
+25.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.3% |
| 7D | +0.9% | +0.9% | +0.1% | +0.9% |
| 30D | +7.7% | -21.3% | +29.0% | +7.6% |
| 3M | +9.7% | -37.9% | +47.5% | +9.6% |
| 6M | +3.1% | +12.3% | -9.2% | +3.0% |
| YTD | +30.5% | +39.7% | -9.2% | +30.0% |
| 1Y | +22.5% | +25.7% | -3.2% | +22.0% |
| 3Y | +82.4% | +230.8% | -148.5% | +75.2% |
| 5Y | +28.0% | -8.8% | +36.8% | +20.4% |
| All | +24.4% | -0.7% | +25.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling