+494.6%
VRTX vs WM
+332.5%
+162.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | -0.4% | +0.8% | -1.1% | -0.7% |
| 30D | +7.9% | +13.8% | -5.9% | +2.3% |
| 3M | +3.3% | +6.4% | -3.1% | +0.5% |
| 6M | +25.7% | +13.2% | +12.5% | +18.9% |
| YTD | +20.7% | +10.8% | +9.9% | +14.4% |
| 1Y | +27.4% | +20.2% | +7.3% | +16.5% |
| 3Y | +46.4% | +46.5% | -0.1% | +19.6% |
| 5Y | +194.3% | +61.3% | +133.0% | +126.4% |
| 10Y | +494.6% | +324.8% | +169.8% | +189.6% |
| All | +494.6% | +332.5% | +162.1% | +189.6% |
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