+493.1%
VRTX vs WAT
+232.2%
+260.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.5% |
| 7D | -0.4% | +6.0% | -6.5% | -2.1% |
| 30D | +8.0% | +9.9% | -1.9% | +5.0% |
| 3M | +11.0% | +17.2% | -6.1% | +6.0% |
| 6M | +28.2% | +34.2% | -6.1% | +17.3% |
| YTD | +21.5% | +25.5% | -4.0% | +12.4% |
| 1Y | +34.5% | +28.3% | +6.3% | +23.6% |
| 3Y | +49.5% | +88.4% | -38.9% | +16.7% |
| 5Y | +188.3% | +36.1% | +152.1% | +145.3% |
| 10Y | +493.1% | +234.8% | +258.3% | +208.6% |
| All | +493.1% | +232.2% | +260.9% | +208.6% |
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