+5,228.0%
VRTX vs WAT
+10,816.8%
-5,588.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | +12.6% | +2.3% | +10.3% | +11.7% |
| 3M | +23.6% | +8.7% | +14.9% | +19.5% |
| 6M | +14.3% | +28.3% | -14.0% | +2.4% |
| YTD | +20.5% | +7.8% | +12.7% | +14.8% |
| 1Y | +37.6% | +36.6% | +1.0% | +18.9% |
| 3Y | +55.5% | +45.7% | +9.9% | +24.2% |
| 5Y | +175.7% | -3.3% | +179.1% | +151.8% |
| 10Y | +474.2% | +162.1% | +312.1% | +229.0% |
| All | +5,228.0% | +10,816.8% | -5,588.8% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling