+65.5%
VZ vs W
+238.4%
-172.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +2.1% | -3.6% | +5.7% | +2.2% |
| 30D | +1.4% | +7.0% | -5.6% | +1.2% |
| 3M | -1.3% | +7.4% | -8.6% | -1.5% |
| 6M | -0.5% | +69.3% | -69.8% | -1.9% |
| YTD | +19.6% | +11.3% | +8.4% | +18.9% |
| 1Y | +22.4% | +13.2% | +9.2% | +21.4% |
| 3Y | +55.9% | +142.0% | -86.1% | +49.5% |
| 5Y | +20.4% | -54.6% | +75.0% | +17.7% |
| All | +65.5% | +238.4% | -172.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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