+711.4%
VEEV vs WAB
+392.5%
+318.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | -0.7% | +5.1% | -5.8% | -2.1% |
| 30D | +1.4% | +4.0% | -2.6% | +0.1% |
| 3M | +19.4% | +0.1% | +19.3% | +18.9% |
| 6M | +93.6% | +12.8% | +80.8% | +85.1% |
| YTD | +35.1% | +40.1% | -5.0% | +20.0% |
| 1Y | +3.4% | +46.4% | -43.0% | -9.5% |
| 3Y | +81.4% | +167.4% | -86.0% | +30.8% |
| 5Y | -5.1% | +215.0% | -220.1% | -35.3% |
| 10Y | +661.2% | +269.2% | +392.1% | +353.5% |
| All | +711.4% | +392.5% | +318.9% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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