+612.7%
VEEV vs WU
-26.2%
+638.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.9% |
| 7D | -5.2% | -0.8% | -4.3% | -4.9% |
| 30D | +14.9% | -1.1% | +16.0% | +15.3% |
| 3M | +58.4% | -1.8% | +60.2% | +57.5% |
| 6M | +35.5% | -23.9% | +59.4% | +46.0% |
| YTD | +18.6% | -20.4% | +39.0% | +25.9% |
| 1Y | -6.3% | -10.6% | +4.2% | -5.2% |
| 3Y | +20.2% | -27.7% | +48.0% | +28.3% |
| 5Y | -13.8% | -51.1% | +37.3% | +3.3% |
| 10Y | +542.0% | -40.7% | +582.8% | +552.9% |
| All | +612.7% | -26.2% | +638.9% | +539.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling