+24.0%
VRTX vs WCN
+16.4%
+7.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -1.6% | +2.6% | -4.1% | -1.9% |
| 30D | +8.0% | +23.9% | -15.9% | +4.9% |
| 3M | +4.3% | +17.4% | -13.1% | +1.7% |
| 6M | +18.9% | +28.0% | -9.1% | +15.6% |
| YTD | +18.8% | +11.6% | +7.2% | +15.2% |
| 1Y | +24.0% | +16.9% | +7.1% | +17.1% |
| All | +24.0% | +16.4% | +7.5% | +17.1% |
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