+70.6%
VZ vs WFC
+130.3%
-59.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.4% | +0.9% | +1.5% | +2.2% |
| 30D | +11.2% | +3.3% | +7.9% | +10.6% |
| 3M | 0.0% | -1.4% | +1.4% | +0.1% |
| 6M | +1.3% | +14.7% | -13.4% | -1.2% |
| YTD | +21.3% | -5.9% | +27.2% | +21.8% |
| 1Y | +23.9% | +1.8% | +22.1% | +22.7% |
| 3Y | +57.7% | +124.9% | -67.2% | +32.0% |
| 5Y | +21.2% | +92.7% | -71.5% | +2.9% |
| 10Y | +70.6% | +118.2% | -47.7% | +40.1% |
| All | +70.6% | +130.3% | -59.7% | +40.1% |
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