+61.1%
VZ vs WU
-41.4%
+102.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | +0.2% | -0.8% | +1.1% | +0.4% |
| 30D | +7.1% | -1.1% | +8.2% | +7.3% |
| 3M | +12.8% | -1.8% | +14.6% | +12.2% |
| 6M | +1.8% | -23.9% | +25.7% | +6.8% |
| YTD | +30.0% | -20.4% | +50.4% | +34.7% |
| 1Y | +24.3% | -10.6% | +34.9% | +25.0% |
| 3Y | +84.3% | -27.7% | +112.0% | +91.9% |
| 5Y | +25.9% | -51.1% | +77.1% | +42.8% |
| 10Y | +61.1% | -40.7% | +101.8% | +71.0% |
| All | +61.1% | -41.4% | +102.5% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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