+65.5%
VZ vs WAB
+287.6%
-222.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.2% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +1.4% | +0.4% | +1.0% | +1.2% |
| 3M | -1.3% | -3.8% | +2.6% | -0.9% |
| 6M | -0.5% | +5.1% | -5.6% | -1.5% |
| YTD | +19.6% | +33.3% | -13.7% | +14.8% |
| 1Y | +22.4% | +39.8% | -17.4% | +16.6% |
| 3Y | +55.9% | +161.1% | -105.2% | +34.7% |
| 5Y | +20.4% | +209.5% | -189.0% | +0.7% |
| All | +65.5% | +287.6% | -222.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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