+474.7%
VRTX vs WAT
+223.8%
+250.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | 0.0% | +2.0% | -2.0% | -0.6% |
| 30D | +11.8% | +7.7% | +4.1% | +9.3% |
| 3M | +3.2% | +11.1% | -7.9% | 0.0% |
| 6M | +21.0% | +31.2% | -10.2% | +11.5% |
| YTD | +19.7% | +21.7% | -2.0% | +11.7% |
| 1Y | +25.0% | +19.3% | +5.7% | +17.3% |
| 3Y | +45.2% | +80.6% | -35.4% | +14.8% |
| 5Y | +189.7% | +29.5% | +160.2% | +150.6% |
| All | +474.7% | +223.8% | +250.9% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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