+32.4%
VRTX vs WCN
-9.4%
+41.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.1% |
| 7D | -7.8% | -4.4% | -3.4% | -7.4% |
| 30D | -2.8% | -4.4% | +1.6% | -2.4% |
| 3M | +18.1% | +0.5% | +17.6% | +18.2% |
| 6M | +3.1% | -3.3% | +6.3% | +3.3% |
| YTD | +13.5% | -8.5% | +22.0% | +13.9% |
| 1Y | +32.4% | -8.9% | +41.4% | +34.2% |
| All | +32.4% | -9.4% | +41.9% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling