+3,634.2%
VRTX vs WCN
+8,078.4%
-4,444.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +11.8% | +26.4% | -14.6% | +3.5% |
| 3M | +3.2% | +17.5% | -14.3% | -2.2% |
| 6M | +21.0% | +28.7% | -7.7% | +11.1% |
| YTD | +19.7% | +11.5% | +8.2% | +14.4% |
| 1Y | +25.0% | +15.9% | +9.1% | +17.9% |
| 3Y | +45.2% | +51.6% | -6.4% | +24.5% |
| 5Y | +189.7% | +47.9% | +141.8% | +148.3% |
| 10Y | +489.8% | +322.5% | +167.3% | +262.7% |
| All | +3,634.2% | +8,078.4% | -4,444.3% | +1,098.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling