+78.3%
VZ vs W
+214.9%
-136.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.2% | +8.1% | +0.1% |
| 7D | +5.6% | -5.6% | +11.2% | +5.7% |
| 30D | +1.9% | +7.5% | -5.7% | +1.7% |
| 3M | +0.8% | +5.4% | -4.6% | +0.6% |
| 6M | +0.6% | +79.4% | -78.8% | -1.1% |
| YTD | +20.8% | +12.9% | +7.9% | +19.8% |
| 1Y | +23.9% | +12.4% | +11.5% | +22.9% |
| 3Y | +55.7% | +128.5% | -72.8% | +49.1% |
| 5Y | +21.5% | -54.0% | +75.5% | +18.7% |
| 10Y | +68.5% | +248.8% | -180.3% | +45.5% |
| All | +78.3% | +214.9% | -136.6% | +52.2% |
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