+73.3%
VZ vs W
+211.1%
-137.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +0.9% | -1.7% | +2.6% | +1.0% |
| 30D | +6.9% | +3.2% | +3.7% | +6.8% |
| 3M | +0.6% | +8.3% | -7.7% | +0.4% |
| 6M | +0.3% | +84.3% | -84.0% | -1.3% |
| YTD | +21.9% | +11.0% | +10.9% | +21.1% |
| 1Y | +21.7% | -0.2% | +21.9% | +21.2% |
| 3Y | +58.5% | +157.9% | -99.4% | +51.6% |
| 5Y | +22.4% | -56.8% | +79.2% | +19.9% |
| All | +73.3% | +211.1% | -137.8% | +59.9% |
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