+426.7%
VRTX vs WCN
+235.9%
+190.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.6% | -3.1% | -2.5% | -4.3% |
| 30D | -2.0% | -3.4% | +1.4% | -0.5% |
| 3M | +15.8% | +3.0% | +12.9% | +14.1% |
| 6M | +4.7% | -3.8% | +8.4% | +5.8% |
| YTD | +13.7% | -8.3% | +22.0% | +16.8% |
| 1Y | +29.7% | -9.7% | +39.5% | +34.1% |
| 3Y | +48.4% | +17.2% | +31.3% | +31.5% |
| 5Y | +173.3% | +25.3% | +148.1% | +128.3% |
| All | +426.7% | +235.9% | +190.8% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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