+602.3%
VEEV vs WTW
+232.7%
+369.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -8.2% | -7.8% | -0.4% | -4.8% |
| 30D | +10.3% | -7.9% | +18.2% | +14.3% |
| 3M | +59.4% | +19.9% | +39.4% | +46.4% |
| 6M | +37.6% | +9.8% | +27.8% | +30.9% |
| YTD | +16.9% | -3.3% | +20.3% | +16.9% |
| 1Y | -5.0% | -3.3% | -1.7% | -5.3% |
| 3Y | +18.5% | +61.5% | -43.1% | -9.8% |
| 5Y | -13.8% | +42.6% | -56.4% | -30.7% |
| 10Y | +547.0% | +197.1% | +349.9% | +247.0% |
| All | +602.3% | +232.7% | +369.6% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling