+16.7%
VEEV vs WTW
+61.9%
-45.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -4.6% | -5.7% | +1.1% | -3.0% |
| 30D | +8.6% | -7.3% | +15.9% | +10.8% |
| 3M | +62.4% | +21.5% | +41.0% | +53.7% |
| 6M | +40.3% | +9.6% | +30.6% | +35.3% |
| YTD | +17.5% | -3.3% | +20.8% | +15.7% |
| 1Y | -6.1% | -6.1% | 0.0% | -7.1% |
| 3Y | +16.7% | +61.8% | -45.2% | +13.7% |
| All | +16.7% | +61.9% | -45.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling