+27.4%
VRTX vs W
+2.1%
+25.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -0.4% | -7.4% | +7.0% | 0.0% |
| 30D | +7.9% | +7.8% | +0.1% | +7.5% |
| 3M | +3.3% | +10.9% | -7.6% | +2.8% |
| 6M | +25.7% | +86.4% | -60.7% | +23.7% |
| YTD | +20.7% | +14.0% | +6.7% | +18.0% |
| 1Y | +27.4% | +3.5% | +23.9% | +22.6% |
| All | +27.4% | +2.1% | +25.4% | +22.6% |
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