+177.1%
VRTX vs WSM
+182.5%
-5.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.5% |
| 7D | -6.4% | +2.6% | -9.0% | -6.7% |
| 30D | -0.5% | -9.3% | +8.8% | +0.4% |
| 3M | +16.9% | +7.1% | +9.8% | +16.0% |
| 6M | +13.1% | +21.7% | -8.6% | +10.7% |
| YTD | +14.9% | +28.7% | -13.8% | +11.9% |
| 1Y | +31.4% | +13.9% | +17.6% | +29.2% |
| 3Y | +51.9% | +232.2% | -180.3% | +31.5% |
| 5Y | +177.1% | +176.4% | +0.7% | +133.4% |
| All | +177.1% | +182.5% | -5.4% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling