+65.5%
VZ vs W
+268.4%
-202.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.7% |
| 7D | +2.2% | +3.3% | -1.1% | +2.2% |
| 30D | +10.6% | +10.5% | +0.1% | +10.3% |
| 3M | -0.6% | +9.6% | -10.2% | -0.9% |
| 6M | +0.7% | +76.4% | -75.6% | -0.7% |
| YTD | +20.6% | +16.4% | +4.2% | +19.7% |
| 1Y | +22.7% | +9.3% | +13.4% | +21.9% |
| 3Y | +57.2% | +172.8% | -115.6% | +50.3% |
| 5Y | +21.4% | -53.4% | +74.7% | +18.6% |
| 10Y | +65.5% | +243.6% | -178.1% | +56.4% |
| All | +65.5% | +268.4% | -202.9% | +56.4% |
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