+474.5%
VRTX vs WAB
+288.7%
+185.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +3.2% | +4.0% | -0.8% | +2.3% |
| 30D | +7.4% | +6.3% | +1.1% | +5.9% |
| 3M | +4.6% | +3.3% | +1.3% | +3.6% |
| 6M | +27.5% | +14.5% | +13.0% | +23.1% |
| YTD | +20.9% | +42.7% | -21.8% | +10.9% |
| 1Y | +30.1% | +45.2% | -15.1% | +19.0% |
| 3Y | +46.6% | +173.8% | -127.1% | +15.2% |
| 5Y | +191.6% | +223.8% | -32.2% | +118.0% |
| 10Y | +474.5% | +280.5% | +194.1% | +284.3% |
| All | +474.5% | +288.7% | +185.8% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling