+70.6%
VZ vs WCC
+460.5%
-390.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +2.4% | -9.9% | +12.3% | +2.9% |
| 30D | +11.2% | -13.4% | +24.6% | +11.9% |
| 3M | 0.0% | -13.5% | +13.5% | +0.5% |
| 6M | +1.3% | -10.6% | +11.9% | +1.4% |
| YTD | +21.3% | +30.1% | -8.8% | +18.0% |
| 1Y | +23.9% | +22.3% | +1.6% | +21.1% |
| 3Y | +57.7% | +130.3% | -72.6% | +43.8% |
| 5Y | +21.2% | +144.5% | -123.3% | +8.2% |
| 10Y | +70.6% | +431.8% | -361.3% | +39.6% |
| All | +70.6% | +460.5% | -390.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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