+470.4%
VRTX vs WCC
+431.3%
+39.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -1.6% | +9.9% | -11.5% | -2.7% |
| 30D | +8.0% | -8.4% | +16.5% | +8.8% |
| 3M | +4.3% | -10.3% | +14.6% | +5.0% |
| 6M | +18.9% | -10.5% | +29.4% | +19.2% |
| YTD | +18.8% | +32.2% | -13.4% | +12.7% |
| 1Y | +24.0% | +25.5% | -1.6% | +18.3% |
| 3Y | +42.1% | +134.7% | -92.6% | +21.8% |
| 5Y | +187.6% | +139.9% | +47.7% | +139.5% |
| All | +470.4% | +431.3% | +39.1% | +332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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