-31.1%
WDAY vs VEEV
-15.0%
-16.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | -7.4% | -7.1% | -0.3% | -3.6% |
| 30D | +1.0% | +11.1% | -10.1% | -5.1% |
| 3M | +32.7% | +55.5% | -22.9% | +5.1% |
| 6M | +25.6% | +33.4% | -7.8% | +7.6% |
| YTD | -13.4% | +16.8% | -30.2% | -21.2% |
| 1Y | -19.4% | -7.7% | -11.6% | -19.1% |
| 3Y | -25.8% | +18.4% | -44.1% | -36.7% |
| 5Y | -31.1% | -14.8% | -16.3% | -33.0% |
| All | -31.1% | -15.0% | -16.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling