+112.2%
WDAY vs VEEV
+556.2%
-444.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -5.2% | -4.6% | -0.5% | -2.6% |
| 30D | +5.9% | +8.6% | -2.7% | +0.6% |
| 3M | +42.3% | +62.4% | -20.2% | +8.8% |
| 6M | +34.7% | +40.3% | -5.5% | +12.2% |
| YTD | -13.5% | +17.5% | -31.1% | -21.0% |
| 1Y | -18.1% | -6.1% | -12.0% | -16.7% |
| 3Y | -26.4% | +16.7% | -43.0% | -37.0% |
| 5Y | -30.6% | -13.3% | -17.2% | -32.7% |
| All | +112.2% | +556.2% | -444.0% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling