+8.4%
VRTX vs WETO
-99.4%
+107.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.3% | -1.3% |
| 7D | -7.8% | -19.9% | +12.1% | -7.7% |
| 30D | -2.8% | -42.7% | +39.8% | -3.0% |
| 3M | +18.1% | -97.7% | +115.8% | +20.9% |
| 6M | +3.1% | -94.4% | +97.5% | +4.4% |
| YTD | +13.5% | -97.0% | +110.5% | +15.0% |
| 1Y | +32.4% | -98.9% | +131.3% | +33.6% |
| All | +8.4% | -99.4% | +107.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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