+71.6%
VZ vs WWD
+468.3%
-396.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +0.9% | +3.7% | -2.8% | +0.6% |
| 30D | +8.9% | +1.8% | +7.1% | +8.6% |
| 3M | +0.1% | -5.0% | +5.1% | +0.4% |
| 6M | +1.9% | -8.4% | +10.3% | +2.3% |
| YTD | +22.0% | +12.3% | +9.7% | +19.3% |
| 1Y | +22.1% | +26.2% | -4.1% | +17.7% |
| 3Y | +58.7% | +154.6% | -95.9% | +38.5% |
| 5Y | +22.3% | +195.3% | -172.9% | +3.3% |
| 10Y | +71.6% | +466.3% | -394.7% | +33.8% |
| All | +71.6% | +468.3% | -396.7% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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