+176.4%
VRTX vs WAB
+231.1%
-54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | +6.6% | -2.4% | +9.0% | +7.2% |
| 3M | +19.4% | +9.7% | +9.7% | +16.4% |
| 6M | +15.8% | +16.5% | -0.7% | +11.0% |
| YTD | +16.7% | +33.7% | -17.1% | +8.1% |
| 1Y | +33.8% | +49.7% | -15.9% | +20.6% |
| 3Y | +54.2% | +170.9% | -116.8% | +17.5% |
| 5Y | +176.4% | +228.0% | -51.7% | +98.0% |
| All | +176.4% | +231.1% | -54.7% | +98.0% |
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