+25.5%
VZ vs WAB
+222.7%
-197.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.4% |
| 30D | +7.9% | -4.4% | +12.3% | +8.4% |
| 3M | +13.6% | +7.9% | +5.8% | +12.6% |
| 6M | +1.1% | +8.7% | -7.6% | 0.0% |
| YTD | +29.3% | +33.0% | -3.7% | +25.0% |
| 1Y | +21.2% | +46.7% | -25.4% | +15.8% |
| 3Y | +75.9% | +153.0% | -77.1% | +51.6% |
| All | +25.5% | +222.7% | -197.3% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling