+176.4%
VRTX vs WING
-35.4%
+211.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +6.6% | -6.0% | +12.7% | +6.9% |
| 3M | +19.4% | -23.5% | +42.9% | +21.3% |
| 6M | +15.8% | -52.0% | +67.8% | +21.6% |
| YTD | +16.7% | -53.8% | +70.5% | +22.2% |
| 1Y | +33.8% | -63.8% | +97.6% | +43.0% |
| 3Y | +54.2% | -30.8% | +85.0% | +48.7% |
| 5Y | +176.4% | -34.3% | +210.7% | +138.9% |
| All | +176.4% | -35.4% | +211.8% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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