+339.9%
VRTX vs WING
+656.3%
-316.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -2.1% | +9.0% | -11.2% | -3.1% |
| 30D | +8.2% | +39.9% | -31.7% | +4.2% |
| 3M | +13.0% | +40.4% | -27.4% | +8.3% |
| 6M | +27.9% | +12.9% | +15.0% | +25.0% |
| YTD | +20.7% | -31.1% | +51.8% | +23.4% |
| 1Y | +31.4% | -32.7% | +64.1% | +34.6% |
| 3Y | +41.8% | -19.8% | +61.6% | +36.3% |
| 5Y | +183.7% | +4.0% | +179.7% | +152.6% |
| 10Y | +592.9% | +684.4% | -91.6% | +317.0% |
| All | +339.9% | +656.3% | -316.4% | +153.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling