+339.1%
VRTX vs WING
+405.9%
-66.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +0.8% | -3.9% | +4.7% | +1.2% |
| 30D | +12.6% | -11.6% | +24.2% | +13.9% |
| 3M | +23.6% | -24.2% | +47.8% | +26.8% |
| 6M | +14.3% | -54.1% | +68.3% | +23.5% |
| YTD | +20.5% | -53.9% | +74.4% | +29.2% |
| 1Y | +37.6% | -64.4% | +101.9% | +51.7% |
| 3Y | +55.5% | -30.2% | +85.7% | +50.5% |
| 5Y | +175.7% | -34.1% | +209.9% | +158.7% |
| 10Y | +474.2% | +342.1% | +132.1% | +272.6% |
| All | +339.1% | +405.9% | -66.7% | +165.1% |
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