+916.9%
VZ vs WY
+623.4%
+293.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +10.6% | +10.6% | 0.0% | +8.0% |
| 3M | -0.6% | -16.6% | +16.0% | +3.5% |
| 6M | +0.7% | -8.6% | +9.3% | +2.5% |
| YTD | +20.6% | -8.4% | +29.0% | +22.3% |
| 1Y | +22.7% | -5.1% | +27.8% | +23.4% |
| 3Y | +57.2% | -21.9% | +79.2% | +63.3% |
| 5Y | +21.4% | -31.3% | +52.7% | +28.1% |
| 10Y | +65.5% | +3.6% | +61.9% | +47.5% |
| All | +916.9% | +623.4% | +293.5% | +407.5% |
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