+12,057.6%
VRTX vs WM
+2,969.3%
+9,088.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | +8.2% | +13.1% | -4.9% | +4.4% |
| 3M | +13.0% | +3.6% | +9.4% | +11.7% |
| 6M | +27.9% | +8.1% | +19.9% | +24.7% |
| YTD | +20.7% | +8.9% | +11.8% | +17.0% |
| 1Y | +31.4% | +20.3% | +11.1% | +23.8% |
| 3Y | +41.8% | +46.2% | -4.3% | +25.2% |
| 5Y | +183.7% | +59.9% | +123.8% | +142.7% |
| 10Y | +592.9% | +345.6% | +247.3% | +342.5% |
| All | +12,057.6% | +2,969.3% | +9,088.2% | +5,633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling