+770.0%
WDC vs VEEV
+80.8%
+689.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -5.0% |
| 7D | +12.1% | -0.7% | +12.8% | +12.1% |
| 30D | -18.8% | +1.4% | -20.2% | -18.8% |
| 3M | -39.3% | +19.4% | -58.7% | -39.0% |
| 6M | -40.1% | +93.6% | -133.8% | -41.5% |
| YTD | +71.8% | +35.1% | +36.7% | +81.3% |
| 1Y | +88.5% | +3.4% | +85.1% | +112.3% |
| 3Y | +770.0% | +81.4% | +688.6% | +718.3% |
| All | +770.0% | +80.8% | +689.1% | +718.3% |
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