-12.2%
VEEV vs WSM
+175.3%
-187.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | +8.6% | -7.7% | +16.4% | +11.0% |
| 3M | +62.4% | +3.8% | +58.7% | +60.4% |
| 6M | +40.3% | +22.7% | +17.6% | +31.6% |
| YTD | +17.5% | +28.0% | -10.5% | +8.6% |
| 1Y | -6.1% | +12.7% | -18.8% | -10.5% |
| 3Y | +16.7% | +231.3% | -214.6% | -29.7% |
| All | -12.2% | +175.3% | -187.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling