+65.5%
VZ vs WAT
+232.2%
-166.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | +0.3% |
| 7D | +2.2% | +6.0% | -3.8% | +1.5% |
| 30D | +10.6% | +9.9% | +0.7% | +9.2% |
| 3M | -0.6% | +17.2% | -17.8% | -2.8% |
| 6M | +0.7% | +34.2% | -33.5% | -3.5% |
| YTD | +20.6% | +25.5% | -4.9% | +16.0% |
| 1Y | +22.7% | +28.3% | -5.5% | +17.6% |
| 3Y | +57.2% | +88.4% | -31.1% | +36.9% |
| 5Y | +21.4% | +36.1% | -14.8% | +11.0% |
| 10Y | +65.5% | +234.8% | -169.3% | +26.0% |
| All | +65.5% | +232.2% | -166.7% | +26.0% |
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