+422.0%
VRTX vs W
+210.4%
+211.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | -2.1% | -3.6% | +1.5% | -1.8% |
| 30D | +8.2% | +7.0% | +1.2% | +7.5% |
| 3M | +13.0% | +7.4% | +5.7% | +12.1% |
| 6M | +27.9% | +69.3% | -41.4% | +20.8% |
| YTD | +20.7% | +11.3% | +9.4% | +17.5% |
| 1Y | +31.4% | +13.2% | +18.2% | +27.4% |
| 3Y | +41.8% | +142.0% | -100.2% | +22.6% |
| 5Y | +183.7% | -54.6% | +238.3% | +169.8% |
| 10Y | +592.9% | +243.7% | +349.2% | +353.6% |
| All | +422.0% | +210.4% | +211.6% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling