-2.6%
SW vs VEEV
-4.9%
+2.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.6% |
| 7D | +2.3% | -2.9% | +5.3% | +2.9% |
| 30D | +6.8% | +7.5% | -0.7% | +5.2% |
| 3M | -5.2% | +39.5% | -44.6% | -11.6% |
| 6M | +7.4% | +81.5% | -74.1% | -5.5% |
| YTD | +17.4% | +36.1% | -18.7% | +9.3% |
| 1Y | +27.1% | +4.3% | +22.8% | +25.3% |
| 3Y | +47.9% | +54.8% | -7.0% | +29.6% |
| All | -2.6% | -4.9% | +2.3% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling