+16.0%
VEEV vs WSM
+226.4%
-210.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.3% |
| 7D | -8.2% | +0.4% | -8.7% | -8.3% |
| 30D | +10.3% | -10.7% | +21.0% | +12.4% |
| 3M | +59.4% | +8.5% | +50.9% | +56.9% |
| 6M | +37.6% | +19.6% | +17.9% | +32.9% |
| YTD | +16.9% | +26.6% | -9.7% | +11.8% |
| 1Y | -5.0% | +12.0% | -16.9% | -7.4% |
| All | +16.0% | +226.4% | -210.4% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling