+61.1%
VZ vs SW
+139.3%
-78.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.6% |
| 7D | +0.2% | -2.6% | +2.8% | +0.3% |
| 30D | +7.1% | -7.5% | +14.6% | +7.3% |
| 3M | +12.8% | +10.3% | +2.5% | +12.5% |
| 6M | +1.8% | +5.4% | -3.6% | +1.6% |
| YTD | +30.0% | +17.9% | +12.1% | +29.2% |
| 1Y | +24.3% | -2.4% | +26.7% | +24.1% |
| 3Y | +84.3% | +28.7% | +55.6% | +82.0% |
| 5Y | +25.9% | -5.7% | +31.6% | +24.6% |
| 10Y | +61.1% | +139.3% | -78.2% | +49.4% |
| All | +61.1% | +139.3% | -78.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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