+11,868.9%
VRTX vs WSM
+30,595.8%
-18,726.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.6% | 0.0% | -1.5% | -1.6% |
| 30D | +8.0% | +5.1% | +3.0% | +7.1% |
| 3M | +4.3% | +5.1% | -0.8% | +3.2% |
| 6M | +18.9% | +48.6% | -29.7% | +10.6% |
| YTD | +18.8% | +44.2% | -25.4% | +10.8% |
| 1Y | +24.0% | +38.1% | -14.1% | +16.4% |
| 3Y | +42.1% | +257.2% | -215.1% | +8.6% |
| 5Y | +187.6% | +165.1% | +22.5% | +123.6% |
| 10Y | +485.4% | +1,123.6% | -638.1% | +216.3% |
| All | +11,868.9% | +30,595.8% | -18,726.9% | +3,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling