+320.5%
VZ vs WU
-19.6%
+340.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | +7.9% | -1.1% | +9.0% | +8.1% |
| 3M | +13.6% | -3.9% | +17.5% | +13.5% |
| 6M | +1.1% | -20.7% | +21.8% | +5.8% |
| YTD | +29.3% | -18.4% | +47.6% | +34.0% |
| 1Y | +21.2% | -8.1% | +29.3% | +21.3% |
| 3Y | +75.9% | -24.2% | +100.1% | +81.8% |
| 5Y | +24.1% | -50.4% | +74.5% | +41.3% |
| 10Y | +62.4% | -40.0% | +102.4% | +69.1% |
| All | +320.5% | -19.6% | +340.1% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling