+470.4%
VRTX vs WSM
+1,131.4%
-660.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +8.0% | +5.1% | +3.0% | +7.3% |
| 3M | +4.3% | +5.1% | -0.8% | +3.5% |
| 6M | +18.9% | +48.6% | -29.7% | +12.6% |
| YTD | +18.8% | +44.2% | -25.4% | +12.8% |
| 1Y | +24.0% | +38.1% | -14.1% | +18.3% |
| 3Y | +42.1% | +257.2% | -215.1% | +15.8% |
| 5Y | +187.6% | +165.1% | +22.5% | +138.3% |
| All | +470.4% | +1,131.4% | -660.9% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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