+188.2%
VRTX vs W
-55.8%
+244.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | +8.0% | +6.8% | +1.2% | +7.6% |
| 3M | +4.3% | +10.7% | -6.4% | +3.6% |
| 6M | +18.9% | +86.3% | -67.5% | +14.5% |
| YTD | +18.8% | +11.5% | +7.3% | +17.0% |
| 1Y | +24.0% | +5.1% | +18.9% | +22.3% |
| 3Y | +42.1% | +171.0% | -128.9% | +30.4% |
| All | +188.2% | -55.8% | +244.0% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling