+62.8%
VZ vs WTW
+197.9%
-135.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -1.2% | -7.8% | +6.6% | +0.4% |
| 30D | +5.7% | -7.9% | +13.6% | +7.5% |
| 3M | +8.2% | +19.9% | -11.7% | +4.0% |
| 6M | +1.7% | +9.8% | -8.1% | -0.8% |
| YTD | +28.9% | -3.3% | +32.2% | +28.7% |
| 1Y | +22.7% | -3.3% | +26.0% | +22.5% |
| 3Y | +82.7% | +61.5% | +21.1% | +60.5% |
| 5Y | +26.4% | +42.6% | -16.2% | +13.1% |
| All | +62.8% | +197.9% | -135.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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