+425.8%
VRTX vs WY
+7.2%
+418.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.6% |
| 7D | -7.8% | -3.7% | -4.1% | -6.9% |
| 30D | -2.8% | -11.3% | +8.5% | 0.0% |
| 3M | +18.1% | -8.1% | +26.2% | +20.3% |
| 6M | +3.1% | -7.4% | +10.5% | +4.6% |
| YTD | +13.5% | -4.7% | +18.2% | +13.9% |
| 1Y | +32.4% | -9.2% | +41.6% | +34.3% |
| 3Y | +50.0% | -24.7% | +74.7% | +57.8% |
| 5Y | +172.9% | -21.6% | +194.4% | +180.8% |
| All | +425.8% | +7.2% | +418.6% | +368.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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