+421.1%
VRTX vs W
+176.2%
+244.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | +0.8% | -4.2% | +5.0% | +1.2% |
| 30D | +12.6% | -7.6% | +20.2% | +13.4% |
| 3M | +23.6% | +37.2% | -13.5% | +19.3% |
| 6M | +14.3% | +26.3% | -12.0% | +10.6% |
| YTD | +20.5% | -1.0% | +21.4% | +18.7% |
| 1Y | +37.6% | +20.1% | +17.5% | +32.3% |
| 3Y | +55.5% | +37.8% | +17.8% | +41.5% |
| 5Y | +175.7% | -63.7% | +239.4% | +168.5% |
| 10Y | +474.2% | +156.3% | +317.9% | +286.1% |
| All | +421.1% | +176.2% | +244.9% | +251.4% |
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