+185.4%
SW vs VEEV
+717.6%
-532.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | -0.1% | +4.7% | +4.7% |
| 30D | +5.0% | +9.4% | -4.4% | +3.6% |
| 3M | -7.3% | +45.2% | -52.6% | -12.3% |
| 6M | +15.0% | +81.1% | -66.2% | +5.2% |
| YTD | +18.5% | +38.9% | -20.4% | +12.2% |
| 1Y | +27.1% | +5.0% | +22.1% | +25.1% |
| 3Y | +49.3% | +59.4% | -10.0% | +36.7% |
| 5Y | -1.6% | -2.7% | +1.1% | -7.2% |
| All | +185.4% | +717.6% | -532.2% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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