+65.5%
VZ vs WMB
+267.9%
-202.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.3% |
| 7D | +2.2% | -6.7% | +8.9% | +3.1% |
| 30D | +10.6% | -8.6% | +19.1% | +11.8% |
| 3M | -0.6% | -4.9% | +4.3% | -0.2% |
| 6M | +0.7% | -6.3% | +7.0% | +1.3% |
| YTD | +20.6% | +13.0% | +7.6% | +17.8% |
| 1Y | +22.7% | +14.9% | +7.8% | +19.6% |
| 3Y | +57.2% | +113.4% | -56.1% | +37.9% |
| 5Y | +21.4% | +190.2% | -168.8% | +1.4% |
| 10Y | +65.5% | +259.9% | -194.4% | +32.0% |
| All | +65.5% | +267.9% | -202.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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