-33.5%
WDAY vs VEEV
-4.9%
-28.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | +1.8% | -0.7% | +2.6% | +2.2% |
| 30D | +4.1% | +1.4% | +2.7% | +3.4% |
| 3M | -4.8% | +19.4% | -24.2% | -14.3% |
| 6M | +68.6% | +93.6% | -25.0% | +19.5% |
| YTD | -8.5% | +35.1% | -43.6% | -23.1% |
| 1Y | -12.1% | +3.4% | -15.5% | -17.1% |
| 3Y | -13.2% | +81.4% | -94.6% | -40.8% |
| All | -33.5% | -4.9% | -28.6% | -41.2% |
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