+456.3%
VRTX vs WWD
+479.8%
-23.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -6.4% | +0.6% | -7.0% | -6.5% |
| 30D | -0.5% | -5.1% | +4.6% | +0.3% |
| 3M | +16.9% | -11.2% | +28.1% | +19.1% |
| 6M | +13.1% | -12.0% | +25.1% | +15.0% |
| YTD | +14.9% | +12.0% | +3.0% | +11.4% |
| 1Y | +31.4% | +42.8% | -11.4% | +21.1% |
| 3Y | +51.9% | +168.9% | -117.0% | +21.9% |
| 5Y | +177.1% | +192.2% | -15.1% | +114.7% |
| 10Y | +456.3% | +495.3% | -39.0% | +193.6% |
| All | +456.3% | +479.8% | -23.5% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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