+70.6%
VZ vs WAT
+228.2%
-157.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.4% | +3.4% | -1.0% | +1.9% |
| 30D | +11.2% | +9.6% | +1.6% | +9.8% |
| 3M | 0.0% | +15.5% | -15.5% | -2.0% |
| 6M | +1.3% | +33.9% | -32.6% | -2.9% |
| YTD | +21.3% | +25.2% | -3.9% | +16.7% |
| 1Y | +23.9% | +26.3% | -2.3% | +19.0% |
| 3Y | +57.7% | +85.8% | -28.1% | +37.6% |
| 5Y | +21.2% | +35.3% | -14.1% | +11.0% |
| 10Y | +70.6% | +231.8% | -161.2% | +29.8% |
| All | +70.6% | +228.2% | -157.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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