+176.4%
VRTX vs WAT
-4.5%
+180.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +6.6% | -1.0% | +7.6% | +6.9% |
| 3M | +19.4% | +10.9% | +8.5% | +16.9% |
| 6M | +15.8% | +33.2% | -17.4% | +8.7% |
| YTD | +16.7% | +6.1% | +10.6% | +14.5% |
| 1Y | +33.8% | +30.2% | +3.6% | +25.5% |
| 3Y | +54.2% | +52.9% | +1.3% | +36.3% |
| 5Y | +176.4% | -5.1% | +181.5% | +152.5% |
| All | +176.4% | -4.5% | +180.8% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling