+30.1%
VRTX vs W
+4.6%
+25.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.4% |
| 7D | +3.2% | +1.1% | +2.1% | +3.2% |
| 30D | +7.4% | +6.4% | +1.0% | +7.1% |
| 3M | +4.6% | +9.0% | -4.4% | +4.2% |
| 6M | +27.5% | +69.8% | -42.3% | +25.6% |
| YTD | +20.9% | +12.1% | +8.8% | +18.3% |
| 1Y | +30.1% | 0.0% | +30.1% | +24.9% |
| All | +30.1% | +4.6% | +25.4% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling