+640.3%
VEEV vs WST
+717.2%
-76.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +28.8% | -3.1% | +32.0% | +30.4% |
| 3M | +54.0% | +7.2% | +46.8% | +49.4% |
| 6M | +46.0% | +36.8% | +9.1% | +27.3% |
| YTD | +23.2% | +23.8% | -0.6% | +11.3% |
| 1Y | +1.9% | +37.8% | -35.9% | -13.0% |
| 3Y | +27.0% | -15.9% | +42.9% | +21.2% |
| 5Y | -13.4% | -25.8% | +12.4% | -13.6% |
| 10Y | +575.2% | +319.6% | +255.6% | +138.3% |
| All | +640.3% | +717.2% | -76.9% | +72.3% |
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