-26.6%
WDAY vs VEEV
+18.3%
-44.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -10.5% | -8.2% | -2.3% | -6.6% |
| 30D | +2.1% | +10.3% | -8.2% | -3.3% |
| 3M | +34.6% | +59.4% | -24.7% | +7.6% |
| 6M | +29.9% | +37.6% | -7.7% | +9.8% |
| YTD | -13.8% | +16.9% | -30.7% | -23.7% |
| 1Y | -18.3% | -5.0% | -13.3% | -23.9% |
| All | -26.6% | +18.3% | -44.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling