+64.4%
VZ vs WCC
+506.2%
-441.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.3% |
| 7D | -1.0% | +6.8% | -7.8% | -1.3% |
| 30D | +5.8% | -3.0% | +8.8% | +5.9% |
| 3M | +10.5% | +0.2% | +10.3% | +10.2% |
| 6M | +1.8% | +33.2% | -31.4% | -0.5% |
| YTD | +28.3% | +45.8% | -17.6% | +24.5% |
| 1Y | +22.0% | +68.4% | -46.4% | +17.0% |
| 3Y | +81.8% | +131.1% | -49.3% | +67.0% |
| 5Y | +25.3% | +225.6% | -200.3% | +10.0% |
| 10Y | +64.4% | +534.2% | -469.8% | +28.8% |
| All | +64.4% | +506.2% | -441.8% | +28.8% |
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