+65.5%
VZ vs WFC
+143.9%
-78.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.1% | +1.2% | +0.9% | +1.9% |
| 30D | +1.4% | +5.2% | -3.8% | +0.5% |
| 3M | -1.3% | -3.0% | +1.8% | -0.9% |
| 6M | -0.5% | +6.2% | -6.7% | -1.7% |
| YTD | +19.6% | -7.9% | +27.6% | +20.6% |
| 1Y | +22.4% | +0.3% | +22.1% | +21.5% |
| 3Y | +55.9% | +117.7% | -61.9% | +31.6% |
| 5Y | +20.4% | +88.4% | -67.9% | +3.0% |
| All | +65.5% | +143.9% | -78.3% | +43.1% |
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