+65.5%
VZ vs WWD
+461.1%
-395.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.2% |
| 7D | +2.1% | +4.2% | -2.0% | +1.7% |
| 30D | +1.4% | -2.1% | +3.5% | +1.4% |
| 3M | -1.3% | -13.2% | +11.9% | -0.1% |
| 6M | -0.5% | -16.9% | +16.3% | +0.8% |
| YTD | +19.6% | +5.2% | +14.4% | +17.7% |
| 1Y | +22.4% | +20.6% | +1.8% | +18.4% |
| 3Y | +55.9% | +146.3% | -90.4% | +36.3% |
| 5Y | +20.4% | +171.3% | -150.9% | +2.6% |
| All | +65.5% | +461.1% | -395.5% | +30.0% |
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