+65.5%
VZ vs WY
+6.7%
+58.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +10.6% | +10.6% | 0.0% | +8.5% |
| 3M | -0.6% | -16.6% | +16.0% | +2.6% |
| 6M | +0.7% | -8.6% | +9.3% | +2.2% |
| YTD | +20.6% | -8.4% | +29.0% | +22.0% |
| 1Y | +22.7% | -5.1% | +27.8% | +23.3% |
| 3Y | +57.2% | -21.9% | +79.2% | +62.2% |
| 5Y | +21.4% | -31.3% | +52.7% | +26.9% |
| 10Y | +65.5% | +3.6% | +61.9% | +58.8% |
| All | +65.5% | +6.7% | +58.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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