+5,245.3%
VRTX vs WAT
+12,580.5%
-7,335.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.2% | +3.4% | -0.2% | +1.9% |
| 30D | +7.4% | +9.6% | -2.2% | +3.5% |
| 3M | +4.6% | +15.5% | -10.9% | -1.3% |
| 6M | +27.5% | +33.9% | -6.4% | +13.1% |
| YTD | +20.9% | +25.2% | -4.3% | +8.5% |
| 1Y | +30.1% | +26.3% | +3.8% | +16.3% |
| 3Y | +46.6% | +85.8% | -39.2% | +6.7% |
| 5Y | +191.6% | +35.3% | +156.3% | +132.8% |
| 10Y | +474.5% | +231.8% | +242.8% | +200.3% |
| All | +5,245.3% | +12,580.5% | -7,335.3% | +800.2% |
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 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