+612.7%
VEEV vs WSM
+1,065.2%
-452.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -5.2% | +2.6% | -7.7% | -5.8% |
| 30D | +14.9% | -9.5% | +24.4% | +17.8% |
| 3M | +58.4% | +12.9% | +45.5% | +53.1% |
| 6M | +35.5% | +23.0% | +12.4% | +27.6% |
| YTD | +18.6% | +28.9% | -10.3% | +10.1% |
| 1Y | -6.3% | +13.7% | -20.0% | -10.6% |
| 3Y | +20.2% | +232.6% | -212.4% | -19.1% |
| 5Y | -13.8% | +185.9% | -199.7% | -41.6% |
| 10Y | +542.0% | +998.6% | -456.6% | +179.3% |
| All | +612.7% | +1,065.2% | -452.5% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling