+1,074.3%
VRTX vs WTW
+1,139.1%
-64.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.3% | -2.0% |
| 7D | -3.4% | -2.7% | -0.7% | -2.3% |
| 30D | +6.6% | -5.6% | +12.3% | +9.1% |
| 3M | +19.4% | +26.5% | -7.1% | +8.2% |
| 6M | +15.8% | +8.1% | +7.7% | +10.9% |
| YTD | +16.7% | -0.3% | +17.0% | +14.6% |
| 1Y | +33.8% | -0.9% | +34.7% | +31.4% |
| 3Y | +54.2% | +66.6% | -12.5% | +19.0% |
| 5Y | +176.4% | +54.0% | +122.4% | +116.4% |
| 10Y | +443.5% | +198.1% | +245.4% | +205.2% |
| All | +1,074.3% | +1,139.1% | -64.8% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling