+426.7%
VRTX vs WTW
+198.0%
+228.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.6% | -5.7% | +0.1% | -3.8% |
| 30D | -2.0% | -7.3% | +5.3% | +0.5% |
| 3M | +15.8% | +21.5% | -5.6% | +8.3% |
| 6M | +4.7% | +9.6% | -4.9% | +0.7% |
| YTD | +13.7% | -3.3% | +17.0% | +13.5% |
| 1Y | +29.7% | -6.1% | +35.9% | +30.6% |
| 3Y | +48.4% | +61.8% | -13.4% | +18.4% |
| 5Y | +173.3% | +42.7% | +130.7% | +124.7% |
| All | +426.7% | +198.0% | +228.7% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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