+543.1%
VEEV vs NWSA
+149.4%
+393.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.6% | -2.8% | -1.8% | -3.5% |
| 30D | +8.6% | +3.0% | +5.6% | +7.4% |
| 3M | +62.4% | +12.3% | +50.1% | +55.3% |
| 6M | +40.3% | +21.9% | +18.4% | +29.6% |
| YTD | +17.5% | +13.6% | +4.0% | +11.6% |
| 1Y | -6.1% | +0.5% | -6.6% | -6.9% |
| 3Y | +16.7% | +43.8% | -27.1% | -0.4% |
| 5Y | -13.3% | +41.2% | -54.5% | -26.8% |
| All | +543.1% | +149.4% | +393.8% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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