+184.6%
VRTX vs WWD
+170.1%
+14.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.4% |
| 7D | -2.1% | +4.2% | -6.3% | -2.8% |
| 30D | +8.2% | -2.1% | +10.3% | +8.3% |
| 3M | +13.0% | -13.2% | +26.2% | +15.1% |
| 6M | +27.9% | -16.9% | +44.8% | +30.8% |
| YTD | +20.7% | +5.2% | +15.4% | +18.3% |
| 1Y | +31.4% | +20.6% | +10.8% | +25.6% |
| 3Y | +41.8% | +146.3% | -104.5% | +17.7% |
| All | +184.6% | +170.1% | +14.5% | +118.4% |
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