+65.5%
VZ vs WFC
+142.4%
-76.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +10.6% | +2.9% | +7.7% | +10.0% |
| 3M | -0.6% | -1.4% | +0.8% | -0.5% |
| 6M | +0.7% | +14.3% | -13.6% | -1.7% |
| YTD | +20.6% | -6.2% | +26.8% | +21.2% |
| 1Y | +22.7% | +1.6% | +21.1% | +21.6% |
| 3Y | +57.2% | +126.9% | -69.7% | +31.8% |
| 5Y | +21.4% | +94.0% | -72.6% | +3.2% |
| 10Y | +65.5% | +134.0% | -68.5% | +40.4% |
| All | +65.5% | +142.4% | -76.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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