+184.1%
VRTX vs WWD
+198.3%
-14.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.6% |
| 30D | +12.6% | -7.2% | +19.8% | +13.8% |
| 3M | +23.6% | -3.8% | +27.5% | +24.0% |
| 6M | +14.3% | -9.9% | +24.2% | +15.5% |
| YTD | +20.5% | +14.8% | +5.6% | +16.8% |
| 1Y | +37.6% | +42.1% | -4.5% | +28.2% |
| 3Y | +55.5% | +170.8% | -115.3% | +27.6% |
| All | +184.1% | +198.3% | -14.1% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling