+59.9%
VZ vs WWD
+485.4%
-425.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +7.9% | -7.2% | +15.1% | +8.7% |
| 3M | +13.6% | -3.8% | +17.5% | +13.8% |
| 6M | +1.1% | -9.9% | +11.0% | +1.7% |
| YTD | +29.3% | +14.8% | +14.5% | +26.3% |
| 1Y | +21.2% | +42.1% | -20.8% | +15.4% |
| 3Y | +75.9% | +170.8% | -94.9% | +52.2% |
| 5Y | +24.1% | +197.5% | -173.4% | +4.6% |
| All | +59.9% | +485.4% | -425.6% | +19.5% |
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