+494.6%
VRTX vs W
+224.5%
+270.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -0.4% | -7.4% | +7.0% | +0.3% |
| 30D | +7.9% | +7.8% | +0.1% | +7.1% |
| 3M | +3.3% | +10.9% | -7.6% | +2.1% |
| 6M | +25.7% | +86.4% | -60.7% | +17.8% |
| YTD | +20.7% | +14.0% | +6.7% | +17.2% |
| 1Y | +27.4% | +3.5% | +23.9% | +24.6% |
| 3Y | +46.4% | +164.8% | -118.4% | +25.7% |
| 5Y | +194.3% | -53.1% | +247.4% | +181.8% |
| 10Y | +494.6% | +220.4% | +274.2% | +277.7% |
| All | +494.6% | +224.5% | +270.1% | +277.7% |
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