+456.3%
VRTX vs WEC
+141.2%
+315.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -0.5% | +0.9% | -1.4% | -0.9% |
| 3M | +16.9% | -5.3% | +22.2% | +18.8% |
| 6M | +13.1% | -6.6% | +19.6% | +15.2% |
| YTD | +14.9% | +3.3% | +11.7% | +13.4% |
| 1Y | +31.4% | +2.1% | +29.4% | +29.9% |
| 3Y | +51.9% | +39.6% | +12.3% | +34.4% |
| 5Y | +177.1% | +31.2% | +145.9% | +148.0% |
| 10Y | +456.3% | +148.4% | +307.8% | +353.9% |
| All | +456.3% | +141.2% | +315.1% | +353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling