+711.4%
VEEV vs WWD
+787.9%
-76.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -0.7% | +4.0% | -4.7% | -1.6% |
| 30D | +1.4% | +0.4% | +1.0% | +1.0% |
| 3M | +19.4% | -7.9% | +27.3% | +21.0% |
| 6M | +93.6% | -10.6% | +104.3% | +96.0% |
| YTD | +35.1% | +9.4% | +25.7% | +28.5% |
| 1Y | +3.4% | +25.7% | -22.4% | -5.4% |
| 3Y | +81.4% | +148.5% | -67.2% | +36.4% |
| 5Y | -5.1% | +189.5% | -194.6% | -32.4% |
| 10Y | +661.2% | +451.8% | +209.5% | +302.6% |
| All | +711.4% | +787.9% | -76.4% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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