+640.3%
VEEV vs WCC
+384.2%
+256.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.1% | -4.0% |
| 7D | -0.6% | +4.5% | -5.0% | -1.4% |
| 30D | +28.8% | -5.8% | +34.6% | +30.0% |
| 3M | +54.0% | -3.7% | +57.7% | +53.7% |
| 6M | +46.0% | +23.1% | +22.9% | +37.5% |
| YTD | +23.2% | +44.2% | -20.9% | +11.9% |
| 1Y | +1.9% | +62.1% | -60.2% | -10.1% |
| 3Y | +27.0% | +121.1% | -94.1% | +1.2% |
| 5Y | -13.4% | +214.0% | -227.4% | -37.6% |
| 10Y | +575.2% | +472.8% | +102.4% | +313.4% |
| All | +640.3% | +384.2% | +256.0% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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