-13.8%
VEEV vs WST
-25.8%
+12.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -3.6% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +14.9% | -4.6% | +19.5% | +16.1% |
| 3M | +58.4% | +5.7% | +52.7% | +56.1% |
| 6M | +35.5% | +37.6% | -2.1% | +24.7% |
| YTD | +18.6% | +23.0% | -4.4% | +11.9% |
| 1Y | -6.3% | +33.8% | -40.2% | -14.1% |
| 3Y | +20.2% | -13.4% | +33.6% | +18.5% |
| 5Y | -13.8% | -27.0% | +13.1% | -10.1% |
| All | -13.8% | -25.8% | +12.0% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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