+55.9%
VZ vs WFC
+114.1%
-58.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +2.1% | +0.6% | +1.5% | +2.1% |
| 30D | +1.4% | +4.6% | -3.2% | +1.2% |
| 3M | -1.3% | -3.6% | +2.4% | -1.1% |
| 6M | -0.5% | +5.6% | -6.1% | -0.7% |
| YTD | +19.6% | -8.5% | +28.1% | +19.9% |
| 1Y | +22.4% | -0.3% | +22.7% | +22.1% |
| 3Y | +55.9% | +116.4% | -60.6% | +44.7% |
| All | +55.9% | +114.1% | -58.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling