+543.1%
VEEV vs WY
+7.6%
+535.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.6% | -4.2% | -0.4% | -3.3% |
| 30D | +8.6% | -10.1% | +18.7% | +12.2% |
| 3M | +62.4% | -8.5% | +70.9% | +66.4% |
| 6M | +40.3% | -3.3% | +43.6% | +40.4% |
| YTD | +17.5% | -4.4% | +21.9% | +17.5% |
| 1Y | -6.1% | -11.5% | +5.4% | -4.0% |
| 3Y | +16.7% | -24.3% | +41.0% | +24.0% |
| 5Y | -13.3% | -21.3% | +8.0% | -9.1% |
| All | +543.1% | +7.6% | +535.6% | +479.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling