+177.1%
VRTX vs GWW
+221.1%
-44.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -0.5% | -1.4% | +0.9% | -0.3% |
| 3M | +16.9% | -3.6% | +20.5% | +17.7% |
| 6M | +13.1% | +15.1% | -2.0% | +8.9% |
| YTD | +14.9% | +27.5% | -12.5% | +7.8% |
| 1Y | +31.4% | +29.6% | +1.8% | +22.6% |
| 3Y | +51.9% | +90.1% | -38.2% | +26.8% |
| 5Y | +177.1% | +222.6% | -45.6% | +94.7% |
| All | +177.1% | +221.1% | -44.0% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling