+601.8%
VEEV vs GWW
+503.2%
+98.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -7.1% | -0.5% | -6.6% | -6.9% |
| 30D | +11.1% | -1.4% | +12.6% | +11.6% |
| 3M | +55.5% | -3.6% | +59.2% | +56.8% |
| 6M | +33.4% | +15.1% | +18.2% | +26.1% |
| YTD | +16.8% | +27.5% | -10.7% | +6.3% |
| 1Y | -7.7% | +29.6% | -37.3% | -16.7% |
| 3Y | +18.4% | +90.1% | -71.7% | -7.1% |
| 5Y | -14.8% | +222.6% | -237.4% | -44.6% |
| 10Y | +546.5% | +566.5% | -20.0% | +225.5% |
| All | +601.8% | +503.2% | +98.6% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling