+262.7%
VZ vs SW
+743.1%
-480.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +2.0% |
| 7D | +6.9% | +12.1% | -5.1% | +6.7% |
| 30D | +2.3% | +6.6% | -4.3% | +2.2% |
| 3M | 0.0% | -6.0% | +6.0% | +0.1% |
| 6M | +0.2% | +21.5% | -21.2% | -0.1% |
| YTD | +20.9% | +20.3% | +0.6% | +20.5% |
| 1Y | +25.2% | +28.1% | -2.9% | +24.7% |
| 3Y | +55.9% | +51.6% | +4.3% | +54.6% |
| 5Y | +22.6% | -0.1% | +22.7% | +21.8% |
| 10Y | +68.6% | +189.7% | -121.1% | +65.2% |
| All | +262.7% | +743.1% | -480.4% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling