+640.3%
VEEV vs WEC
+298.9%
+341.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +28.8% | -1.3% | +30.1% | +29.1% |
| 3M | +54.0% | -3.9% | +58.0% | +55.3% |
| 6M | +46.0% | -8.3% | +54.3% | +48.4% |
| YTD | +23.2% | +3.1% | +20.2% | +21.6% |
| 1Y | +1.9% | +1.9% | -0.1% | +0.6% |
| 3Y | +27.0% | +41.9% | -14.9% | +14.5% |
| 5Y | -13.4% | +30.8% | -44.2% | -20.9% |
| 10Y | +575.2% | +141.9% | +433.3% | +460.0% |
| All | +640.3% | +298.9% | +341.4% | +462.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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