+65.5%
VZ vs WAT
+227.3%
-161.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.1% | -1.1% | +3.3% | +2.3% |
| 30D | +1.4% | +5.0% | -3.6% | +0.7% |
| 3M | -1.3% | +14.5% | -15.7% | -3.2% |
| 6M | -0.5% | +30.9% | -31.4% | -4.4% |
| YTD | +19.6% | +20.5% | -0.8% | +15.7% |
| 1Y | +22.4% | +23.3% | -0.9% | +17.8% |
| 3Y | +55.9% | +81.5% | -25.6% | +36.3% |
| 5Y | +20.4% | +33.4% | -13.0% | +10.2% |
| All | +65.5% | +227.3% | -161.8% | +26.5% |
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