+176.4%
VRTX vs WEC
+34.9%
+141.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.5% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | +6.6% | +0.3% | +6.3% | +6.4% |
| 3M | +19.4% | -2.9% | +22.3% | +20.3% |
| 6M | +15.8% | -5.9% | +21.7% | +17.6% |
| YTD | +16.7% | +4.1% | +12.5% | +15.0% |
| 1Y | +33.8% | +3.1% | +30.7% | +32.0% |
| 3Y | +54.2% | +40.8% | +13.4% | +37.7% |
| 5Y | +176.4% | +31.7% | +144.7% | +147.4% |
| All | +176.4% | +34.9% | +141.5% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling