+908.7%
VZ vs WY
+618.3%
+290.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.2% |
| 7D | +2.1% | +3.1% | -0.9% | +1.4% |
| 30D | +1.4% | +13.0% | -11.6% | -1.5% |
| 3M | -1.3% | -16.8% | +15.5% | +2.8% |
| 6M | -0.5% | -11.2% | +10.6% | +1.9% |
| YTD | +19.6% | -9.1% | +28.7% | +21.5% |
| 1Y | +22.4% | -4.8% | +27.1% | +22.9% |
| 3Y | +55.9% | -25.3% | +81.2% | +63.5% |
| 5Y | +20.4% | -33.2% | +53.6% | +27.8% |
| 10Y | +66.9% | +6.6% | +60.3% | +47.7% |
| All | +908.7% | +618.3% | +290.5% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling