+493.1%
VRTX vs WST
+466.7%
+26.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +8.0% | +12.9% | -4.9% | +5.2% |
| 3M | +11.0% | +16.7% | -5.6% | +7.3% |
| 6M | +28.2% | +26.8% | +1.3% | +21.4% |
| YTD | +21.5% | +50.5% | -29.0% | +10.1% |
| 1Y | +34.5% | +52.9% | -18.4% | +21.4% |
| 3Y | +49.5% | +23.9% | +25.6% | +32.1% |
| 5Y | +188.3% | +1.0% | +187.2% | +167.2% |
| 10Y | +493.1% | +451.4% | +41.7% | +141.7% |
| All | +493.1% | +466.7% | +26.4% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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