+443.5%
VRTX vs W
+146.2%
+297.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -3.4% | +6.5% | -9.9% | -4.0% |
| 30D | +6.6% | -6.2% | +12.8% | +7.2% |
| 3M | +19.4% | +48.9% | -29.5% | +14.4% |
| 6M | +15.8% | +31.2% | -15.4% | +11.7% |
| YTD | +16.7% | -0.4% | +17.1% | +14.8% |
| 1Y | +33.8% | +14.8% | +19.0% | +29.2% |
| 3Y | +54.2% | +40.5% | +13.7% | +39.8% |
| 5Y | +176.4% | -62.1% | +238.5% | +170.5% |
| 10Y | +443.5% | +141.5% | +302.0% | +210.4% |
| All | +443.5% | +146.2% | +297.3% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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