+640.3%
VEEV vs WU
-24.3%
+664.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -0.6% | -0.8% | +0.3% | -0.3% |
| 30D | +28.8% | -1.1% | +29.9% | +29.2% |
| 3M | +54.0% | -3.9% | +57.9% | +54.3% |
| 6M | +46.0% | -20.7% | +66.6% | +55.2% |
| YTD | +23.2% | -18.4% | +41.6% | +29.7% |
| 1Y | +1.9% | -8.1% | +9.9% | +2.2% |
| 3Y | +27.0% | -24.2% | +51.2% | +33.4% |
| 5Y | -13.4% | -50.4% | +37.1% | +3.4% |
| 10Y | +575.2% | -40.0% | +615.3% | +585.2% |
| All | +640.3% | -24.3% | +664.6% | +559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling