+543.1%
VEEV vs WSM
+1,071.8%
-528.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +8.6% | -7.7% | +16.4% | +10.8% |
| 3M | +62.4% | +3.8% | +58.7% | +60.6% |
| 6M | +40.3% | +22.7% | +17.6% | +32.4% |
| YTD | +17.5% | +28.0% | -10.5% | +9.5% |
| 1Y | -6.1% | +12.7% | -18.8% | -10.1% |
| 3Y | +16.7% | +231.3% | -214.6% | -20.8% |
| 5Y | -13.3% | +177.2% | -190.5% | -40.5% |
| All | +543.1% | +1,071.8% | -528.6% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling