+16.0%
VEEV vs GWW
+88.4%
-72.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -8.2% | -3.1% | -5.1% | -7.6% |
| 30D | +10.3% | -2.3% | +12.7% | +10.8% |
| 3M | +59.4% | -3.3% | +62.7% | +59.9% |
| 6M | +37.6% | +15.4% | +22.2% | +31.2% |
| YTD | +16.9% | +26.7% | -9.8% | +7.4% |
| 1Y | -5.0% | +29.0% | -33.9% | -13.3% |
| All | +16.0% | +88.4% | -72.3% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling