+56.8%
VRTX vs WM
+46.1%
+10.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +12.6% | -2.4% | +15.0% | +13.0% |
| 3M | +23.6% | +0.4% | +23.2% | +23.5% |
| 6M | +14.3% | -9.5% | +23.8% | +15.8% |
| YTD | +20.5% | +0.5% | +20.0% | +19.4% |
| 1Y | +37.6% | -1.1% | +38.7% | +36.8% |
| All | +56.8% | +46.1% | +10.7% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling