+62.8%
VZ vs WBD
+15.6%
+47.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | +5.7% | +4.2% | +1.5% | +5.4% |
| 3M | +8.2% | +7.5% | +0.7% | +7.6% |
| 6M | +1.7% | +1.6% | +0.1% | +1.5% |
| YTD | +28.9% | -2.2% | +31.0% | +29.0% |
| 1Y | +22.7% | +124.9% | -102.1% | +13.5% |
| 3Y | +82.7% | +149.1% | -66.4% | +63.1% |
| 5Y | +26.4% | +7.8% | +18.6% | +19.6% |
| All | +62.8% | +15.6% | +47.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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