+70.6%
VZ vs WWD
+460.9%
-390.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +11.2% | -0.4% | +11.6% | +11.1% |
| 3M | 0.0% | -6.1% | +6.1% | +0.4% |
| 6M | +1.3% | -9.5% | +10.8% | +1.8% |
| YTD | +21.3% | +10.8% | +10.5% | +18.7% |
| 1Y | +23.9% | +23.5% | +0.4% | +19.7% |
| 3Y | +57.7% | +151.3% | -93.6% | +37.8% |
| 5Y | +21.2% | +187.8% | -166.6% | +2.7% |
| 10Y | +70.6% | +461.1% | -390.5% | +33.0% |
| All | +70.6% | +460.9% | -390.4% | +33.0% |
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