+470.2%
VRTX vs WM
+306.5%
+163.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +12.6% | -2.4% | +15.0% | +13.7% |
| 3M | +23.6% | +0.4% | +23.2% | +23.0% |
| 6M | +14.3% | -9.5% | +23.8% | +18.3% |
| YTD | +20.5% | +0.5% | +20.0% | +18.9% |
| 1Y | +37.6% | -1.1% | +38.7% | +36.5% |
| 3Y | +55.5% | +46.0% | +9.5% | +25.9% |
| 5Y | +175.7% | +51.8% | +123.9% | +115.9% |
| All | +470.2% | +306.5% | +163.7% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling