+37.6%
VRTX vs WAB
+48.2%
-10.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | +0.8% | -3.2% | +4.0% | +1.4% |
| 30D | +12.6% | -4.4% | +17.1% | +13.5% |
| 3M | +23.6% | +7.9% | +15.8% | +21.0% |
| 6M | +14.3% | +8.7% | +5.6% | +11.5% |
| YTD | +20.5% | +33.0% | -12.5% | +11.1% |
| 1Y | +37.6% | +46.7% | -9.1% | +24.3% |
| All | +37.6% | +48.2% | -10.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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