+640.3%
VEEV vs WWD
+831.9%
-191.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.5% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | +28.8% | -7.2% | +36.0% | +30.8% |
| 3M | +54.0% | -3.8% | +57.9% | +54.1% |
| 6M | +46.0% | -9.9% | +55.9% | +47.4% |
| YTD | +23.2% | +14.8% | +8.4% | +16.4% |
| 1Y | +1.9% | +42.1% | -40.2% | -9.4% |
| 3Y | +27.0% | +170.8% | -143.8% | -6.2% |
| 5Y | -13.4% | +197.5% | -210.9% | -38.6% |
| 10Y | +575.2% | +477.8% | +97.4% | +254.4% |
| All | +640.3% | +831.9% | -191.6% | +229.4% |
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