+30.8%
VRTX vs WAT
+27.0%
+3.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.2% |
| 7D | -0.4% | +6.0% | -6.5% | -1.7% |
| 30D | +8.0% | +9.9% | -1.9% | +5.6% |
| 3M | +11.0% | +17.2% | -6.1% | +7.1% |
| 6M | +28.2% | +34.2% | -6.1% | +20.5% |
| YTD | +21.5% | +25.5% | -4.0% | +17.0% |
| All | +30.8% | +27.0% | +3.8% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling