+42.1%
VRTX vs WSM
+260.3%
-218.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.5% |
| 3M | +4.3% | +5.1% | -0.8% | +3.7% |
| 6M | +18.9% | +48.6% | -29.7% | +14.4% |
| YTD | +18.8% | +44.2% | -25.4% | +14.7% |
| 1Y | +24.0% | +38.1% | -14.1% | +20.0% |
| 3Y | +42.1% | +257.2% | -215.1% | +35.4% |
| All | +42.1% | +260.3% | -218.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling