+65.5%
VZ vs WM
+339.4%
-273.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.2% |
| 7D | +2.1% | +1.2% | +0.9% | +1.7% |
| 30D | +1.4% | +13.1% | -11.7% | -3.2% |
| 3M | -1.3% | +3.6% | -4.9% | -2.7% |
| 6M | -0.5% | +8.1% | -8.6% | -3.6% |
| YTD | +19.6% | +8.9% | +10.7% | +15.3% |
| 1Y | +22.4% | +20.3% | +2.0% | +13.5% |
| 3Y | +55.9% | +46.2% | +9.7% | +32.4% |
| 5Y | +20.4% | +59.9% | -39.5% | -2.9% |
| All | +65.5% | +339.4% | -273.9% | -14.6% |
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