+456.3%
VRTX vs WAT
+156.2%
+300.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -6.4% | -1.8% | -4.6% | -5.9% |
| 30D | -0.5% | -1.7% | +1.2% | 0.0% |
| 3M | +16.9% | +9.1% | +7.8% | +14.0% |
| 6M | +13.1% | +32.4% | -19.4% | +3.5% |
| YTD | +14.9% | +6.6% | +8.4% | +11.7% |
| 1Y | +31.4% | +34.7% | -3.3% | +18.7% |
| 3Y | +51.9% | +53.6% | -1.7% | +25.9% |
| 5Y | +177.1% | -4.1% | +181.1% | +165.9% |
| 10Y | +456.3% | +167.9% | +288.4% | +198.1% |
| All | +456.3% | +156.2% | +300.1% | +198.1% |
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