+543.1%
VEEV vs GWW
+570.2%
-27.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.3% |
| 7D | -4.6% | -3.4% | -1.3% | -3.6% |
| 30D | +8.6% | -1.9% | +10.6% | +9.2% |
| 3M | +62.4% | -2.4% | +64.8% | +63.0% |
| 6M | +40.3% | +15.7% | +24.5% | +32.8% |
| YTD | +17.5% | +27.6% | -10.1% | +7.4% |
| 1Y | -6.1% | +27.2% | -33.3% | -14.3% |
| 3Y | +16.7% | +89.7% | -73.0% | -7.3% |
| 5Y | -13.3% | +223.9% | -237.3% | -42.3% |
| All | +543.1% | +570.2% | -27.0% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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