+642.9%
WDC vs VZ
+70.7%
+572.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | +12.1% | +1.5% | +10.6% | +11.9% |
| 30D | -18.8% | +4.4% | -23.2% | -19.2% |
| 3M | -39.3% | -2.4% | -36.9% | -39.3% |
| 6M | -40.1% | +1.4% | -41.6% | -40.7% |
| YTD | +71.8% | +21.4% | +50.4% | +61.0% |
| 1Y | +88.5% | +20.3% | +68.2% | +76.9% |
| 3Y | +770.0% | +57.4% | +712.6% | +616.0% |
| 5Y | +549.0% | +21.9% | +527.1% | +492.7% |
| All | +642.9% | +70.7% | +572.2% | +519.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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