+23.9%
VZ vs RDW
+5.0%
+19.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.6% |
| 7D | +0.2% | +9.5% | -9.2% | +0.3% |
| 30D | +7.1% | -17.4% | +24.5% | +7.0% |
| 3M | +12.8% | -39.5% | +52.4% | +12.8% |
| 6M | +1.8% | +31.3% | -29.5% | +1.8% |
| YTD | +30.0% | +47.8% | -17.8% | +29.6% |
| 1Y | +24.3% | +33.8% | -9.5% | +23.8% |
| 3Y | +84.3% | +262.3% | -178.0% | +77.0% |
| 5Y | +25.9% | -5.7% | +31.6% | +18.6% |
| All | +23.9% | +5.0% | +19.0% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling