+720.2%
VEEV vs WST
+893.0%
-172.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.9% | +1.1% | -2.9% | -2.4% |
| 30D | +3.0% | +12.4% | -9.4% | -1.6% |
| 3M | +28.8% | +17.6% | +11.2% | +20.7% |
| 6M | +91.3% | +28.3% | +63.0% | +72.6% |
| YTD | +36.5% | +50.5% | -14.0% | +14.1% |
| 1Y | +1.9% | +49.4% | -47.5% | -14.9% |
| 3Y | +84.6% | +21.9% | +62.7% | +47.6% |
| 5Y | -2.6% | +0.4% | -3.0% | -15.6% |
| 10Y | +669.4% | +451.5% | +217.9% | +141.9% |
| All | +720.2% | +893.0% | -172.9% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling