+713.8%
VEEV vs WAT
+346.1%
+367.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | 0.0% |
| 7D | -2.5% | +2.0% | -4.5% | -3.3% |
| 30D | +0.3% | +7.7% | -7.4% | -3.0% |
| 3M | +25.2% | +11.1% | +14.2% | +19.7% |
| 6M | +89.7% | +31.2% | +58.5% | +68.7% |
| YTD | +35.5% | +21.7% | +13.8% | +22.6% |
| 1Y | +1.8% | +19.3% | -17.5% | -7.4% |
| 3Y | +83.2% | +80.6% | +2.6% | +29.8% |
| 5Y | -4.8% | +29.5% | -34.3% | -22.2% |
| 10Y | +663.5% | +225.3% | +438.2% | +263.0% |
| All | +713.8% | +346.1% | +367.7% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling