-14.8%
VEEV vs WAT
-4.9%
-9.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -7.1% | -1.8% | -5.3% | -6.5% |
| 30D | +11.1% | -1.7% | +12.8% | +11.8% |
| 3M | +55.5% | +9.1% | +46.5% | +50.9% |
| 6M | +33.4% | +32.4% | +0.9% | +20.4% |
| YTD | +16.8% | +6.6% | +10.3% | +13.1% |
| 1Y | -7.7% | +34.7% | -42.4% | -18.7% |
| 3Y | +18.4% | +53.6% | -35.2% | -7.9% |
| 5Y | -14.8% | -4.1% | -10.7% | -21.4% |
| All | -14.8% | -4.9% | -9.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling