+41.8%
VRTX vs W
+123.5%
-81.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.9% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | +8.2% | +7.0% | +1.2% | +7.7% |
| 3M | +13.0% | +7.4% | +5.7% | +12.4% |
| 6M | +27.9% | +69.3% | -41.4% | +22.9% |
| YTD | +20.7% | +11.3% | +9.4% | +18.5% |
| 1Y | +31.4% | +13.2% | +18.2% | +28.6% |
| 3Y | +41.8% | +142.0% | -100.2% | +28.7% |
| All | +41.8% | +123.5% | -81.7% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling