+3,670.4%
VRTX vs WCN
+7,961.2%
-4,290.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | +7.4% | +25.3% | -17.9% | -0.3% |
| 3M | +4.6% | +15.2% | -10.6% | -0.3% |
| 6M | +27.5% | +26.4% | +1.0% | +17.7% |
| YTD | +20.9% | +9.9% | +10.9% | +16.0% |
| 1Y | +30.1% | +16.2% | +13.9% | +22.7% |
| 3Y | +46.6% | +49.4% | -2.8% | +26.3% |
| 5Y | +191.6% | +46.2% | +145.4% | +150.9% |
| 10Y | +474.5% | +305.7% | +168.8% | +257.8% |
| All | +3,670.4% | +7,961.2% | -4,290.8% | +1,115.9% |
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