+1,188.5%
WDC vs VEEV
+556.2%
+632.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -4.3% | -4.6% | +0.3% | -3.2% |
| 30D | -1.5% | +8.6% | -10.1% | -4.4% |
| 3M | -15.5% | +62.4% | -77.9% | -28.1% |
| 6M | +66.5% | +40.3% | +26.2% | +46.4% |
| YTD | +159.9% | +17.5% | +142.3% | +140.8% |
| 1Y | +366.0% | -6.1% | +372.1% | +363.1% |
| 3Y | +1,285.8% | +16.7% | +1,269.2% | +1,138.9% |
| 5Y | +925.6% | -13.3% | +938.9% | +873.8% |
| All | +1,188.5% | +556.2% | +632.4% | +462.8% |
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 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