+176.4%
VRTX vs WCN
+30.9%
+145.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +6.6% | -2.1% | +8.7% | +7.2% |
| 3M | +19.4% | +6.4% | +13.0% | +17.4% |
| 6M | +15.8% | -3.7% | +19.5% | +16.6% |
| YTD | +16.7% | -6.4% | +23.0% | +18.1% |
| 1Y | +33.8% | -7.9% | +41.8% | +36.1% |
| 3Y | +54.2% | +20.8% | +33.4% | +41.6% |
| 5Y | +176.4% | +29.0% | +147.4% | +139.2% |
| All | +176.4% | +30.9% | +145.4% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling