+70.6%
VZ vs W
+228.8%
-158.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.3% | +0.6% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | +11.2% | +6.4% | +4.8% | +11.0% |
| 3M | 0.0% | +9.0% | -9.0% | -0.2% |
| 6M | +1.3% | +69.8% | -68.5% | -0.1% |
| YTD | +21.3% | +12.1% | +9.2% | +20.4% |
| 1Y | +23.9% | 0.0% | +23.9% | +23.4% |
| 3Y | +57.7% | +160.3% | -102.7% | +50.8% |
| 5Y | +21.2% | -53.3% | +74.5% | +18.4% |
| 10Y | +70.6% | +217.0% | -146.4% | +57.6% |
| All | +70.6% | +228.8% | -158.3% | +57.6% |
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