+12,036.0%
VRTX vs WY
+612.8%
+11,423.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.4% |
| 30D | +12.6% | -10.1% | +22.7% | +16.6% |
| 3M | +23.6% | -5.1% | +28.8% | +25.3% |
| 6M | +14.3% | -4.8% | +19.1% | +15.4% |
| YTD | +20.5% | -0.2% | +20.7% | +19.2% |
| 1Y | +37.6% | -6.6% | +44.2% | +38.8% |
| 3Y | +55.5% | -22.7% | +78.3% | +64.3% |
| 5Y | +175.7% | -22.2% | +198.0% | +185.0% |
| 10Y | +474.2% | +7.3% | +466.9% | +380.7% |
| All | +12,036.0% | +612.8% | +11,423.2% | +5,111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling