+1,228.2%
WDC vs VZ
+65.4%
+1,162.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.5% |
| 7D | +4.4% | -1.2% | +5.6% | +4.6% |
| 30D | +5.3% | +5.7% | -0.4% | +4.4% |
| 3M | -5.9% | +8.2% | -14.2% | -7.5% |
| 6M | +73.2% | +1.7% | +71.5% | +72.3% |
| YTD | +167.8% | +28.9% | +139.0% | +149.1% |
| 1Y | +386.0% | +22.7% | +363.2% | +357.5% |
| 3Y | +1,309.7% | +82.7% | +1,227.0% | +1,001.5% |
| 5Y | +957.1% | +26.4% | +930.7% | +868.3% |
| All | +1,228.2% | +65.4% | +1,162.8% | +1,073.7% |
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