+188.3%
VRTX vs WAB
+216.2%
-27.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.5% | -0.4% |
| 7D | -0.4% | +4.0% | -4.4% | -1.3% |
| 30D | +8.0% | +4.5% | +3.5% | +6.8% |
| 3M | +11.0% | +2.3% | +8.8% | +10.2% |
| 6M | +28.2% | +12.5% | +15.7% | +24.0% |
| YTD | +21.5% | +40.2% | -18.7% | +11.2% |
| 1Y | +34.5% | +45.2% | -10.7% | +22.0% |
| 3Y | +49.5% | +171.8% | -122.3% | +13.5% |
| 5Y | +188.3% | +217.6% | -29.3% | +101.2% |
| All | +188.3% | +216.2% | -27.9% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling