-31.9%
WBD vs VEEV
+596.9%
-628.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.3% | +0.2% |
| 7D | -0.7% | -5.2% | +4.4% | +0.2% |
| 30D | +5.0% | +14.9% | -9.9% | +2.1% |
| 3M | +6.2% | +58.4% | -52.1% | -2.8% |
| 6M | +0.6% | +35.5% | -34.9% | -5.7% |
| YTD | -2.4% | +18.6% | -21.1% | -6.5% |
| 1Y | +127.7% | -6.3% | +134.0% | +127.5% |
| 3Y | +148.4% | +20.2% | +128.2% | +134.3% |
| 5Y | +4.2% | -13.8% | +18.0% | +0.1% |
| 10Y | +10.8% | +542.0% | -531.2% | -24.5% |
| All | -31.9% | +596.9% | -628.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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