+67.1%
VZ vs WM
+348.7%
-281.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +5.6% | +4.5% | +1.1% | +3.9% |
| 30D | +1.9% | +16.1% | -14.2% | -3.7% |
| 3M | +0.8% | +8.0% | -7.3% | -2.2% |
| 6M | +0.6% | +8.4% | -7.8% | -2.6% |
| YTD | +20.8% | +11.2% | +9.6% | +15.4% |
| 1Y | +23.9% | +22.3% | +1.6% | +14.2% |
| 3Y | +55.7% | +50.2% | +5.4% | +30.9% |
| 5Y | +21.5% | +63.3% | -41.7% | -2.7% |
| All | +67.1% | +348.7% | -281.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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