+90.9%
VZ vs W
+176.2%
-85.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.2% |
| 30D | +7.9% | -7.6% | +15.5% | +8.1% |
| 3M | +13.6% | +37.2% | -23.5% | +12.6% |
| 6M | +1.1% | +26.3% | -25.2% | +0.2% |
| YTD | +29.3% | -1.0% | +30.3% | +28.7% |
| 1Y | +21.2% | +20.1% | +1.2% | +19.9% |
| 3Y | +75.9% | +37.8% | +38.1% | +71.0% |
| 5Y | +24.1% | -63.7% | +87.7% | +22.0% |
| 10Y | +62.4% | +156.3% | -93.9% | +41.7% |
| All | +90.9% | +176.2% | -85.3% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling