+572.3%
VZ vs WAT
+11,982.1%
-11,409.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | +5.6% | -5.6% | +11.3% | +6.3% |
| 30D | +1.9% | +3.8% | -2.0% | +1.3% |
| 3M | +0.8% | +13.3% | -12.5% | -0.9% |
| 6M | +0.6% | +32.2% | -31.6% | -3.2% |
| YTD | +20.8% | +19.3% | +1.5% | +17.1% |
| 1Y | +23.9% | +21.8% | +2.1% | +19.8% |
| 3Y | +55.7% | +73.9% | -18.2% | +41.2% |
| 5Y | +21.5% | +32.1% | -10.5% | +13.1% |
| 10Y | +68.5% | +228.2% | -159.8% | +37.2% |
| All | +572.3% | +11,982.1% | -11,409.8% | +310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling