+493.1%
VRTX vs W
+268.4%
+224.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.3% |
| 7D | -0.4% | +3.3% | -3.7% | -0.7% |
| 30D | +8.0% | +10.5% | -2.5% | +6.9% |
| 3M | +11.0% | +9.6% | +1.4% | +9.9% |
| 6M | +28.2% | +76.4% | -48.2% | +20.6% |
| YTD | +21.5% | +16.4% | +5.1% | +17.8% |
| 1Y | +34.5% | +9.3% | +25.2% | +30.9% |
| 3Y | +49.5% | +172.8% | -123.3% | +27.9% |
| 5Y | +188.3% | -53.4% | +241.6% | +176.5% |
| 10Y | +493.1% | +243.6% | +249.5% | +270.2% |
| All | +493.1% | +268.4% | +224.7% | +270.2% |
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