+601.8%
VEEV vs WCC
+389.8%
+212.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -7.1% | +6.8% | -13.9% | -8.2% |
| 30D | +11.1% | -3.0% | +14.1% | +11.5% |
| 3M | +55.5% | +0.2% | +55.3% | +54.0% |
| 6M | +33.4% | +33.2% | +0.2% | +23.7% |
| YTD | +16.8% | +45.8% | -29.0% | +5.9% |
| 1Y | -7.7% | +68.4% | -76.1% | -19.2% |
| 3Y | +18.4% | +131.1% | -112.7% | -6.5% |
| 5Y | -14.8% | +225.6% | -240.4% | -39.0% |
| 10Y | +546.5% | +534.2% | +12.3% | +283.0% |
| All | +601.8% | +389.8% | +212.0% | +367.0% |
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