+25.5%
VZ vs SW
-2.3%
+27.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | +0.1% | -5.1% | +5.2% | +0.2% |
| 30D | +7.9% | -4.6% | +12.5% | +8.0% |
| 3M | +13.6% | +9.4% | +4.3% | +13.5% |
| 6M | +1.1% | +3.5% | -2.4% | +1.0% |
| YTD | +29.3% | +22.0% | +7.3% | +28.8% |
| 1Y | +21.2% | +2.2% | +19.0% | +20.9% |
| 3Y | +75.9% | +19.6% | +56.3% | +75.0% |
| All | +25.5% | -2.3% | +27.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling